+204.8%
VALE vs WAT
+222.4%
-17.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.4% |
| 30D | -15.1% | +5.4% | -20.5% | -16.8% |
| 3M | -18.7% | +11.3% | -30.0% | -22.0% |
| 6M | -31.5% | +37.4% | -68.9% | -39.2% |
| YTD | -11.4% | +21.2% | -32.6% | -18.9% |
| 1Y | -1.9% | +21.3% | -23.2% | -10.3% |
| 3Y | +1.7% | +83.4% | -81.7% | -25.7% |
| 5Y | +35.4% | +29.0% | +6.5% | +11.5% |
| All | +204.8% | +222.4% | -17.6% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling