+149.0%
WMB vs VEEV
+18.9%
+130.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.3% |
| 7D | +0.8% | -5.2% | +6.0% | +0.8% |
| 30D | +7.7% | +14.9% | -7.2% | +7.7% |
| 3M | +6.7% | +58.4% | -51.7% | +6.4% |
| 6M | +3.6% | +35.5% | -31.8% | +4.1% |
| YTD | +28.0% | +18.6% | +9.4% | +29.5% |
| 1Y | +37.6% | -6.3% | +44.0% | +41.6% |
| 3Y | +149.0% | +20.2% | +128.8% | +150.9% |
| All | +149.0% | +18.9% | +130.1% | +150.9% |
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