+252.9%
VALE vs WING
+637.7%
-384.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.0% |
| 7D | -1.5% | -3.9% | +2.4% | -0.9% |
| 30D | -15.6% | +26.6% | -42.3% | -18.6% |
| 3M | -19.5% | +42.5% | -62.1% | -24.2% |
| 6M | -31.9% | +29.4% | -61.3% | -35.2% |
| YTD | -11.0% | -32.8% | +21.8% | -7.9% |
| 1Y | -2.1% | -33.5% | +31.3% | +1.2% |
| 3Y | +1.4% | -23.4% | +24.8% | -3.9% |
| 5Y | +36.2% | -0.4% | +36.6% | +17.7% |
| 10Y | +206.4% | +647.8% | -441.4% | +34.6% |
| All | +252.9% | +637.7% | -384.8% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling