+295.4%
WMB vs VEEV
+552.6%
-257.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -1.7% | -8.2% | +6.6% | -0.8% |
| 30D | +0.7% | +10.3% | -9.6% | -0.6% |
| 3M | +1.5% | +59.4% | -57.8% | -4.1% |
| 6M | +0.1% | +37.6% | -37.5% | -4.1% |
| YTD | +22.9% | +16.9% | +6.0% | +19.9% |
| 1Y | +27.9% | -5.0% | +32.8% | +28.0% |
| 3Y | +139.1% | +18.5% | +120.7% | +128.8% |
| 5Y | +270.9% | -13.8% | +284.7% | +264.4% |
| All | +295.4% | +552.6% | -257.2% | +157.0% |
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