+2,320.2%
VALE vs WAT
+1,240.8%
+1,079.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.2% |
| 30D | +8.8% | -1.0% | +9.8% | +9.2% |
| 3M | +6.8% | +10.9% | -4.1% | +1.4% |
| 6M | +6.9% | +33.2% | -26.3% | -7.8% |
| YTD | +22.8% | +6.1% | +16.7% | +16.5% |
| 1Y | +61.3% | +30.2% | +31.0% | +37.8% |
| 3Y | +53.3% | +52.9% | +0.4% | +13.0% |
| 5Y | +44.9% | -5.1% | +50.0% | +30.3% |
| 10Y | +486.8% | +152.6% | +334.2% | +196.1% |
| All | +2,320.2% | +1,240.8% | +1,079.4% | +515.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling