+37.8%
VALE vs WAB
+214.2%
-176.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -3.2% | +5.1% | -8.3% | -5.2% |
| 30D | -15.1% | +4.0% | -19.1% | -16.7% |
| 3M | -18.7% | +0.1% | -18.8% | -19.0% |
| 6M | -31.5% | +12.8% | -44.3% | -35.6% |
| YTD | -11.4% | +40.1% | -51.5% | -24.2% |
| 1Y | -1.9% | +46.4% | -48.2% | -17.5% |
| 3Y | +1.7% | +167.4% | -165.7% | -36.4% |
| All | +37.8% | +214.2% | -176.3% | -20.7% |
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 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