+43.2%
VALE vs WEC
+30.7%
+12.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +6.7% | +0.9% | +5.8% | +6.3% |
| 3M | +4.9% | -5.3% | +10.2% | +6.1% |
| 6M | +3.6% | -6.6% | +10.2% | +5.0% |
| YTD | +21.9% | +3.3% | +18.6% | +20.6% |
| 1Y | +61.6% | +2.1% | +59.5% | +60.1% |
| 3Y | +52.1% | +39.6% | +12.6% | +37.8% |
| 5Y | +43.2% | +31.2% | +12.0% | +35.5% |
| All | +43.2% | +30.7% | +12.5% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling