+283.3%
WMB vs VEEV
+659.1%
-375.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.8% |
| 7D | +8.1% | -2.5% | +10.6% | +8.3% |
| 30D | -6.9% | +0.3% | -7.1% | -7.0% |
| 3M | -5.1% | +25.2% | -30.3% | -7.6% |
| 6M | -5.7% | +89.7% | -95.4% | -12.7% |
| YTD | +18.1% | +35.5% | -17.4% | +13.4% |
| 1Y | +18.4% | +1.8% | +16.6% | +17.9% |
| 3Y | +122.7% | +83.2% | +39.5% | +101.8% |
| 5Y | +202.0% | -4.8% | +206.8% | +194.6% |
| All | +283.3% | +659.1% | -375.8% | +161.7% |
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