+302.9%
WM vs VEEV
+547.1%
-244.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | -0.1% |
| 7D | -0.9% | -5.2% | +4.2% | -0.3% |
| 30D | -4.3% | +14.9% | -19.3% | -6.0% |
| 3M | +0.8% | +58.4% | -57.6% | -4.7% |
| 6M | -10.8% | +35.5% | -46.2% | -14.3% |
| YTD | -0.1% | +18.6% | -18.7% | -2.7% |
| 1Y | +1.0% | -6.3% | +7.4% | +1.0% |
| 3Y | +45.1% | +20.2% | +24.9% | +38.9% |
| 5Y | +52.1% | -13.8% | +65.9% | +49.8% |
| 10Y | +302.9% | +542.0% | -239.1% | +186.6% |
| All | +302.9% | +547.1% | -244.1% | +186.6% |
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