+204.8%
VALE vs WST
+456.5%
-251.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | -3.2% | +4.2% | -7.4% | -3.9% |
| 30D | -15.1% | +11.2% | -26.3% | -16.6% |
| 3M | -18.7% | +20.4% | -39.1% | -21.3% |
| 6M | -31.5% | +37.9% | -69.4% | -35.4% |
| YTD | -11.4% | +51.8% | -63.2% | -18.3% |
| 1Y | -1.9% | +56.6% | -58.5% | -10.0% |
| 3Y | +1.7% | +24.2% | -22.5% | -7.7% |
| 5Y | +35.4% | +0.7% | +34.8% | +27.1% |
| All | +204.8% | +456.5% | -251.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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