+588.1%
WDC vs VEEV
+693.5%
-105.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | +12.1% | -0.7% | +12.8% | +12.3% |
| 30D | -18.8% | +1.4% | -20.2% | -19.2% |
| 3M | -39.3% | +19.4% | -58.7% | -42.4% |
| 6M | -40.1% | +93.6% | -133.8% | -51.0% |
| YTD | +71.8% | +35.1% | +36.7% | +54.0% |
| 1Y | +88.5% | +3.4% | +85.1% | +82.4% |
| 3Y | +770.0% | +81.4% | +688.6% | +594.0% |
| 5Y | +549.0% | -5.1% | +554.1% | +503.0% |
| 10Y | +650.3% | +661.2% | -10.9% | +275.4% |
| All | +588.1% | +693.5% | -105.4% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling