+1,654.5%
VALE vs WEC
+1,907.8%
-253.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.1% |
| 30D | -15.6% | +11.0% | -26.6% | -20.6% |
| 3M | -19.5% | +8.6% | -28.2% | -23.5% |
| 6M | -31.9% | +6.2% | -38.0% | -34.7% |
| YTD | -11.0% | +14.3% | -25.2% | -18.2% |
| 1Y | -2.1% | +8.4% | -10.5% | -7.4% |
| 3Y | +1.4% | +62.9% | -61.5% | -25.9% |
| 5Y | +36.2% | +55.8% | -19.7% | -0.8% |
| 10Y | +206.4% | +193.2% | +13.3% | +22.6% |
| All | +1,654.5% | +1,907.8% | -253.3% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling