+84.1%
VALE vs WETO
-99.4%
+183.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.3% |
| 7D | -0.3% | -4.3% | +4.1% | -0.3% |
| 30D | +8.6% | -39.9% | +48.5% | +9.5% |
| 3M | +2.0% | -97.9% | +99.9% | +0.7% |
| 6M | +2.1% | -95.0% | +97.2% | +1.7% |
| YTD | +20.2% | -97.2% | +117.4% | +19.8% |
| 1Y | +55.2% | -98.9% | +154.1% | +54.6% |
| All | +84.1% | -99.4% | +183.5% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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