+251.0%
VALE vs WING
+637.4%
-386.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | -2.5% | -0.7% | -2.9% |
| 30D | -15.1% | +29.5% | -44.6% | -18.4% |
| 3M | -18.7% | +40.2% | -58.9% | -23.2% |
| 6M | -31.5% | +32.7% | -64.2% | -35.1% |
| YTD | -11.4% | -32.8% | +21.4% | -8.4% |
| 1Y | -1.9% | -31.7% | +29.9% | +1.0% |
| 3Y | +1.7% | -24.7% | +26.4% | -3.3% |
| 5Y | +35.4% | -0.5% | +35.9% | +17.1% |
| 10Y | +204.8% | +647.5% | -442.7% | +33.9% |
| All | +251.0% | +637.4% | -386.4% | +45.1% |
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