+1.7%
VALE vs WAB
+168.8%
-167.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -3.2% | +5.1% | -8.3% | -5.1% |
| 30D | -15.1% | +4.0% | -19.1% | -16.6% |
| 3M | -18.7% | +0.1% | -18.8% | -19.0% |
| 6M | -31.5% | +12.8% | -44.3% | -35.4% |
| YTD | -11.4% | +40.1% | -51.5% | -23.3% |
| 1Y | -1.9% | +46.4% | -48.2% | -16.4% |
| 3Y | +1.7% | +167.4% | -165.7% | -39.7% |
| All | +1.7% | +168.8% | -167.2% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling