+2,275.1%
VALE vs WAT
+1,262.3%
+1,012.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.6% | -1.3% | +2.9% | +2.2% |
| 30D | +5.1% | +2.3% | +2.8% | +3.9% |
| 3M | -0.4% | +8.7% | -9.1% | -4.5% |
| 6M | -2.2% | +28.3% | -30.5% | -14.1% |
| YTD | +20.5% | +7.8% | +12.8% | +13.6% |
| 1Y | +61.2% | +36.6% | +24.6% | +34.7% |
| 3Y | +43.1% | +45.7% | -2.5% | +8.2% |
| 5Y | +34.0% | -3.3% | +37.3% | +19.4% |
| 10Y | +469.7% | +162.1% | +307.6% | +182.1% |
| All | +2,275.1% | +1,262.3% | +1,012.7% | +499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling