+43.2%
VALE vs WAB
+224.0%
-180.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | -1.8% | +0.2% | -2.1% | -1.9% |
| 30D | +6.7% | -4.6% | +11.2% | +8.7% |
| 3M | +4.9% | +5.6% | -0.7% | +1.7% |
| 6M | +3.6% | +13.8% | -10.2% | -2.9% |
| YTD | +21.9% | +31.9% | -10.0% | +7.2% |
| 1Y | +61.6% | +48.3% | +13.3% | +34.9% |
| 3Y | +52.1% | +167.1% | -115.0% | -5.6% |
| 5Y | +43.2% | +222.9% | -179.7% | -21.9% |
| All | +43.2% | +224.0% | -180.8% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling