+38.7%
VALE vs WAT
+33.2%
+5.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.0% |
| 3M | -16.8% | +13.5% | -30.3% | -19.2% |
| 6M | -30.2% | +35.3% | -65.5% | -34.9% |
| YTD | -8.6% | +24.0% | -32.6% | -13.7% |
| 1Y | +1.6% | +22.0% | -20.3% | -3.8% |
| 3Y | +4.1% | +84.0% | -79.9% | -12.5% |
| 5Y | +38.7% | +34.4% | +4.3% | +24.2% |
| All | +38.7% | +33.2% | +5.5% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling