+288.5%
WMB vs VEEV
-13.7%
+302.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.4% |
| 7D | +0.8% | -5.2% | +6.0% | +1.0% |
| 30D | +7.7% | +14.9% | -7.2% | +6.9% |
| 3M | +6.7% | +58.4% | -51.7% | +4.1% |
| 6M | +3.6% | +35.5% | -31.8% | +2.1% |
| YTD | +28.0% | +18.6% | +9.4% | +27.2% |
| 1Y | +37.6% | -6.3% | +44.0% | +39.4% |
| 3Y | +149.0% | +20.2% | +128.8% | +144.4% |
| All | +288.5% | -13.7% | +302.2% | +268.7% |
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 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