+1,702.7%
VALE vs WST
+7,195.0%
-5,492.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +0.6% |
| 7D | +1.8% | -3.1% | +4.9% | +2.8% |
| 30D | -14.8% | +9.1% | -23.9% | -17.6% |
| 3M | -19.0% | +14.7% | -33.7% | -23.1% |
| 6M | -27.7% | +28.0% | -55.7% | -34.3% |
| YTD | -8.5% | +45.6% | -54.2% | -21.5% |
| 1Y | +2.6% | +45.7% | -43.0% | -12.1% |
| 3Y | +4.0% | +21.1% | -17.1% | -15.1% |
| 5Y | +51.2% | +0.3% | +50.9% | +26.7% |
| 10Y | +263.0% | +449.0% | -186.0% | +18.9% |
| All | +1,702.7% | +7,195.0% | -5,492.3% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling