+437.3%
WMT vs VEEV
+586.3%
-149.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.2% | -7.1% | +6.9% | +0.3% |
| 30D | -5.8% | +11.1% | -17.0% | -6.7% |
| 3M | -10.8% | +55.5% | -66.3% | -14.0% |
| 6M | -14.3% | +33.4% | -47.7% | -16.6% |
| YTD | -4.4% | +16.8% | -21.2% | -6.1% |
| 1Y | +4.3% | -7.7% | +12.1% | +4.5% |
| 3Y | +100.1% | +18.4% | +81.7% | +94.3% |
| 5Y | +130.8% | -14.8% | +145.6% | +127.5% |
| 10Y | +433.7% | +546.5% | -112.8% | +360.6% |
| All | +437.3% | +586.3% | -149.0% | +361.2% |
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