+49.1%
VALE vs WAT
+52.7%
-3.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | +8.8% | -1.0% | +9.8% | +9.0% |
| 3M | +6.8% | +10.9% | -4.1% | +4.5% |
| 6M | +6.9% | +33.2% | -26.3% | +0.4% |
| YTD | +22.8% | +6.1% | +16.7% | +20.0% |
| 1Y | +61.3% | +30.2% | +31.0% | +50.4% |
| All | +49.1% | +52.7% | -3.6% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling