+36.2%
VALE vs WCC
+146.1%
-109.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.5% | +14.2% | -15.7% | -4.4% |
| 30D | -15.6% | -9.8% | -5.8% | -14.3% |
| 3M | -19.5% | -10.1% | -9.4% | -18.4% |
| 6M | -31.9% | -9.4% | -22.5% | -31.4% |
| YTD | -11.0% | +34.4% | -45.4% | -18.6% |
| 1Y | -2.1% | +23.3% | -25.4% | -8.9% |
| 3Y | +1.4% | +137.9% | -136.5% | -22.9% |
| 5Y | +36.2% | +144.0% | -107.8% | +3.0% |
| All | +36.2% | +146.1% | -109.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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