+44.9%
VALE vs WST
-25.8%
+70.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +8.8% | -4.6% | +13.4% | +9.3% |
| 3M | +6.8% | +5.7% | +1.1% | +6.1% |
| 6M | +6.9% | +37.6% | -30.7% | +3.0% |
| YTD | +22.8% | +23.0% | -0.2% | +19.7% |
| 1Y | +61.3% | +33.8% | +27.4% | +55.4% |
| 3Y | +53.3% | -13.4% | +66.7% | +51.0% |
| 5Y | +44.9% | -27.0% | +71.8% | +41.3% |
| All | +44.9% | -25.8% | +70.6% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling