+53.3%
VALE vs WEC
+42.2%
+11.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +2.9% | +0.8% | +2.1% | +2.7% |
| 30D | +8.8% | +0.3% | +8.5% | +8.6% |
| 3M | +6.8% | -2.9% | +9.7% | +7.3% |
| 6M | +6.9% | -5.9% | +12.8% | +8.3% |
| YTD | +22.8% | +4.1% | +18.7% | +21.2% |
| 1Y | +61.3% | +3.1% | +58.1% | +59.1% |
| 3Y | +53.3% | +40.8% | +12.5% | +33.4% |
| All | +53.3% | +42.2% | +11.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling