+90.7%
WFC vs VEEV
-4.9%
+95.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +7.0% | +1.4% | +5.6% | +6.7% |
| 3M | -1.8% | +19.4% | -21.1% | -4.8% |
| 6M | +18.4% | +93.6% | -75.2% | +5.3% |
| YTD | -5.6% | +35.1% | -40.7% | -10.8% |
| 1Y | +3.9% | +3.4% | +0.5% | +2.9% |
| 3Y | +126.3% | +81.4% | +45.0% | +98.7% |
| All | +90.7% | -4.9% | +95.6% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling