+36.2%
VALE vs WING
-2.2%
+38.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.3% |
| 7D | -1.5% | -3.9% | +2.4% | -1.3% |
| 30D | -15.6% | +26.6% | -42.3% | -16.8% |
| 3M | -19.5% | +42.5% | -62.1% | -21.4% |
| 6M | -31.9% | +29.4% | -61.3% | -33.1% |
| YTD | -11.0% | -32.8% | +21.8% | -9.5% |
| 1Y | -2.1% | -33.5% | +31.3% | -0.6% |
| 3Y | +1.4% | -23.4% | +24.8% | -1.4% |
| 5Y | +36.2% | -0.4% | +36.6% | +27.5% |
| All | +36.2% | -2.2% | +38.3% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling