+45.5%
WM vs VEEV
+24.3%
+21.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -1.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -2.4% | +28.8% | -31.2% | -3.9% |
| 3M | +0.4% | +54.0% | -53.6% | -2.3% |
| 6M | -9.5% | +46.0% | -55.4% | -11.6% |
| YTD | +0.5% | +23.2% | -22.7% | -0.9% |
| 1Y | -1.1% | +1.9% | -3.0% | -1.6% |
| All | +45.5% | +24.3% | +21.2% | +44.5% |
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