+580.0%
WM vs VEEV
+623.9%
-43.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.0% | -0.9% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -2.4% | +28.8% | -31.2% | -4.9% |
| 3M | +0.4% | +54.0% | -53.6% | -4.0% |
| 6M | -9.5% | +46.0% | -55.4% | -13.2% |
| YTD | +0.5% | +23.2% | -22.7% | -2.1% |
| 1Y | -1.1% | +1.9% | -3.0% | -2.0% |
| 3Y | +46.0% | +27.0% | +19.0% | +40.0% |
| 5Y | +51.8% | -13.4% | +65.2% | +49.1% |
| 10Y | +307.5% | +575.2% | -267.7% | +226.6% |
| All | +580.0% | +623.9% | -43.9% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling