+200.8%
WMB vs VEEV
-4.9%
+205.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +7.8% | -0.7% | +8.5% | +7.8% |
| 30D | -5.1% | +1.4% | -6.5% | -5.2% |
| 3M | -4.7% | +19.4% | -24.1% | -5.6% |
| 6M | -7.4% | +93.6% | -101.0% | -11.0% |
| YTD | +17.5% | +35.1% | -17.6% | +15.9% |
| 1Y | +19.5% | +3.4% | +16.1% | +20.7% |
| 3Y | +121.3% | +81.4% | +39.9% | +109.7% |
| All | +200.8% | -4.9% | +205.7% | +197.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling