+49.1%
VALE vs WING
-30.4%
+79.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +8.8% | -6.0% | +14.8% | +9.0% |
| 3M | +6.8% | -23.5% | +30.2% | +7.9% |
| 6M | +6.9% | -52.0% | +58.9% | +9.8% |
| YTD | +22.8% | -53.8% | +76.6% | +26.2% |
| 1Y | +61.3% | -63.8% | +125.1% | +67.1% |
| All | +49.1% | -30.4% | +79.5% | +23.5% |
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