+2,275.1%
VALE vs WCC
+5,480.7%
-3,205.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -1.9% |
| 7D | +1.6% | +4.5% | -2.9% | -0.4% |
| 30D | +5.1% | -5.8% | +10.9% | +7.4% |
| 3M | -0.4% | -3.7% | +3.2% | -0.2% |
| 6M | -2.2% | +23.1% | -25.3% | -12.4% |
| YTD | +20.5% | +44.2% | -23.6% | +0.4% |
| 1Y | +61.2% | +62.1% | -0.9% | +26.3% |
| 3Y | +43.1% | +121.1% | -78.0% | -11.0% |
| 5Y | +34.0% | +214.0% | -180.0% | -35.7% |
| 10Y | +469.7% | +472.8% | -3.1% | +77.0% |
| All | +2,275.1% | +5,480.7% | -3,205.7% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling