+330.3%
WM vs VEEV
+656.9%
-326.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +13.0% | +1.4% | +11.6% | +12.8% |
| 3M | +9.2% | +19.4% | -10.1% | +6.9% |
| 6M | +13.6% | +93.6% | -80.0% | +5.0% |
| YTD | +12.4% | +35.1% | -22.7% | +7.9% |
| 1Y | +21.2% | +3.4% | +17.8% | +19.9% |
| 3Y | +48.7% | +81.4% | -32.7% | +35.7% |
| 5Y | +61.9% | -5.1% | +67.0% | +58.0% |
| All | +330.3% | +656.9% | -326.5% | +221.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling