+310.6%
WMB vs VEEV
+623.9%
-313.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.7% |
| 7D | +0.6% | -0.6% | +1.1% | +0.6% |
| 30D | +3.3% | +28.8% | -25.6% | -1.6% |
| 3M | +3.1% | +54.0% | -50.9% | -5.1% |
| 6M | -0.7% | +46.0% | -46.7% | -8.3% |
| YTD | +25.2% | +23.2% | +1.9% | +18.9% |
| 1Y | +32.9% | +1.9% | +31.0% | +30.5% |
| 3Y | +140.6% | +27.0% | +113.5% | +120.9% |
| 5Y | +273.5% | -13.4% | +286.8% | +261.4% |
| 10Y | +334.2% | +575.2% | -241.0% | +111.5% |
| All | +310.6% | +623.9% | -313.4% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling