+161.9%
VALE vs NWSA
+123.2%
+38.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.9% |
| 7D | +2.9% | -2.6% | +5.6% | +4.3% |
| 30D | +8.8% | +4.6% | +4.2% | +6.2% |
| 3M | +6.8% | +10.2% | -3.4% | +0.4% |
| 6M | +6.9% | +21.6% | -14.7% | -5.1% |
| YTD | +22.8% | +14.6% | +8.2% | +11.6% |
| 1Y | +61.3% | +0.4% | +60.9% | +56.6% |
| 3Y | +53.3% | +45.0% | +8.3% | +17.6% |
| 5Y | +44.9% | +41.3% | +3.6% | +6.7% |
| 10Y | +486.8% | +142.8% | +344.0% | +168.2% |
| All | +161.9% | +123.2% | +38.7% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling