+2,320.2%
VALE vs WAB
+4,068.3%
-1,748.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +2.9% | +1.7% | +1.2% | +1.9% |
| 30D | +8.8% | -2.4% | +11.2% | +10.2% |
| 3M | +6.8% | +9.7% | -2.9% | +0.3% |
| 6M | +6.9% | +16.5% | -9.6% | -3.3% |
| YTD | +22.8% | +33.7% | -10.9% | +2.3% |
| 1Y | +61.3% | +49.7% | +11.6% | +25.1% |
| 3Y | +53.3% | +170.9% | -117.6% | -19.3% |
| 5Y | +44.9% | +228.0% | -183.2% | -34.3% |
| 10Y | +486.8% | +284.8% | +202.0% | +110.4% |
| All | +2,320.2% | +4,068.3% | -1,748.1% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling