+491.2%
VALE vs WAB
+292.7%
+198.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +9.7% | -5.9% | +15.6% | +12.8% |
| 3M | +5.3% | +9.4% | -4.1% | +0.3% |
| 6M | +0.5% | +13.8% | -13.3% | -6.0% |
| YTD | +20.6% | +31.8% | -11.1% | +5.2% |
| 1Y | +57.6% | +48.5% | +9.1% | +29.6% |
| 3Y | +50.6% | +167.0% | -116.4% | -8.6% |
| 5Y | +41.8% | +222.3% | -180.5% | -23.1% |
| All | +491.2% | +292.7% | +198.5% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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