-1.9%
VALE vs WAT
+20.2%
-22.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -15.1% | +5.4% | -20.5% | -15.9% |
| 3M | -18.7% | +11.3% | -30.0% | -20.4% |
| 6M | -31.5% | +37.4% | -68.9% | -35.5% |
| YTD | -11.4% | +21.2% | -32.6% | -17.3% |
| 1Y | -1.9% | +21.3% | -23.2% | -8.3% |
| All | -1.9% | +20.2% | -22.0% | -8.3% |
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