+2,275.1%
VALE vs WST
+6,103.1%
-3,828.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | +5.1% | -3.1% | +8.3% | +6.3% |
| 3M | -0.4% | +7.2% | -7.6% | -3.2% |
| 6M | -2.2% | +36.8% | -39.0% | -13.6% |
| YTD | +20.5% | +23.8% | -3.3% | +9.8% |
| 1Y | +61.2% | +37.8% | +23.4% | +40.1% |
| 3Y | +43.1% | -15.9% | +59.0% | +35.1% |
| 5Y | +34.0% | -25.8% | +59.8% | +26.8% |
| 10Y | +469.7% | +319.6% | +150.1% | +108.7% |
| All | +2,275.1% | +6,103.1% | -3,828.1% | +171.4% |
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