+489.2%
VALE vs NWSA
+149.4%
+339.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.3% | -2.8% | +2.5% | +1.1% |
| 30D | +8.6% | +3.0% | +5.6% | +7.0% |
| 3M | +2.0% | +12.3% | -10.3% | -4.5% |
| 6M | +2.1% | +21.9% | -19.7% | -8.5% |
| YTD | +20.2% | +13.6% | +6.7% | +10.7% |
| 1Y | +55.2% | +0.5% | +54.7% | +51.2% |
| 3Y | +45.9% | +43.8% | +2.1% | +14.7% |
| 5Y | +41.4% | +41.2% | +0.2% | +6.8% |
| All | +489.2% | +149.4% | +339.9% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling