+133.3%
WFC vs VEEV
+18.2%
+115.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.1% |
| 7D | +0.4% | -7.1% | +7.5% | +1.3% |
| 30D | +2.5% | +11.1% | -8.7% | +0.9% |
| 3M | +10.0% | +55.5% | -45.6% | +3.2% |
| 6M | +15.1% | +33.4% | -18.3% | +10.4% |
| YTD | -2.2% | +16.8% | -19.0% | -4.3% |
| 1Y | +13.5% | -7.7% | +21.2% | +15.4% |
| All | +133.3% | +18.2% | +115.1% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling