+489.2%
VALE vs WSM
+1,071.8%
-582.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -0.3% | -0.5% | +0.3% | -0.1% |
| 30D | +8.6% | -7.7% | +16.3% | +10.6% |
| 3M | +2.0% | +3.8% | -1.8% | +0.8% |
| 6M | +2.1% | +22.7% | -20.6% | -3.1% |
| YTD | +20.2% | +28.0% | -7.8% | +12.7% |
| 1Y | +55.2% | +12.7% | +42.4% | +49.3% |
| 3Y | +45.9% | +231.3% | -185.4% | +3.0% |
| 5Y | +41.4% | +177.2% | -135.8% | -0.4% |
| All | +489.2% | +1,071.8% | -582.5% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling