+4.9%
VALE vs WAT
+86.6%
-81.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -14.3% | +9.0% | -23.3% | -15.9% |
| 3M | -16.8% | +13.5% | -30.3% | -19.0% |
| 6M | -30.2% | +35.3% | -65.5% | -34.5% |
| YTD | -8.6% | +24.0% | -32.6% | -13.5% |
| 1Y | +1.6% | +22.0% | -20.3% | -3.6% |
| All | +4.9% | +86.6% | -81.6% | -14.2% |
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