+521.5%
VALE vs WST
+325.7%
+195.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -1.8% | -1.7% | -0.2% | -1.6% |
| 30D | +6.7% | -4.3% | +11.0% | +7.4% |
| 3M | +4.9% | +0.7% | +4.1% | +4.6% |
| 6M | +3.6% | +36.0% | -32.4% | -2.3% |
| YTD | +21.9% | +22.7% | -0.9% | +16.8% |
| 1Y | +61.6% | +34.1% | +27.5% | +51.8% |
| 3Y | +52.1% | -13.6% | +65.7% | +48.7% |
| 5Y | +43.2% | -26.0% | +69.2% | +43.3% |
| 10Y | +521.5% | +335.8% | +185.7% | +256.1% |
| All | +521.5% | +325.7% | +195.8% | +256.1% |
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