+489.2%
VALE vs WCN
+235.9%
+253.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.3% | -3.1% | +2.8% | +1.1% |
| 30D | +8.6% | -3.4% | +12.0% | +10.2% |
| 3M | +2.0% | +3.0% | -1.0% | -0.1% |
| 6M | +2.1% | -3.8% | +5.9% | +2.6% |
| YTD | +20.2% | -8.3% | +28.5% | +23.1% |
| 1Y | +55.2% | -9.7% | +64.9% | +59.6% |
| 3Y | +45.9% | +17.2% | +28.7% | +26.4% |
| 5Y | +41.4% | +25.3% | +16.1% | +14.6% |
| All | +489.2% | +235.9% | +253.3% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling