+45.9%
VALE vs WSM
+230.1%
-184.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -0.3% | -0.5% | +0.3% | -0.2% |
| 30D | +8.6% | -7.7% | +16.3% | +10.1% |
| 3M | +2.0% | +3.8% | -1.8% | +1.1% |
| 6M | +2.1% | +22.7% | -20.6% | -1.9% |
| YTD | +20.2% | +28.0% | -7.8% | +14.5% |
| 1Y | +55.2% | +12.7% | +42.4% | +50.4% |
| 3Y | +45.9% | +231.3% | -185.4% | +21.3% |
| All | +45.9% | +230.1% | -184.2% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling