+3.7%
VALE vs WAT
+32.9%
-29.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.8% |
| 7D | -0.3% | -1.9% | +1.6% | -0.1% |
| 30D | -19.2% | +6.2% | -25.5% | -20.2% |
| 3M | -20.7% | +18.1% | -38.8% | -23.2% |
| 6M | -25.8% | +54.9% | -80.7% | -32.0% |
| YTD | -9.8% | +23.1% | -32.9% | -15.9% |
| 1Y | +3.7% | +27.3% | -23.6% | -3.7% |
| All | +3.7% | +32.9% | -29.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling