+2.2%
VALE vs WING
-23.4%
+25.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.4% |
| 7D | -1.5% | -3.9% | +2.4% | -1.4% |
| 30D | -15.6% | +26.6% | -42.3% | -16.1% |
| 3M | -19.5% | +42.5% | -62.1% | -20.4% |
| 6M | -31.9% | +29.4% | -61.3% | -32.3% |
| YTD | -11.0% | -32.8% | +21.8% | -10.1% |
| 1Y | -2.1% | -33.5% | +31.3% | -1.2% |
| All | +2.2% | -23.4% | +25.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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