+2,276.6%
VALE vs WTW
+692.8%
+1,583.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.3% |
| 7D | -0.2% | -7.8% | +7.6% | +3.9% |
| 30D | +9.7% | -7.9% | +17.6% | +14.3% |
| 3M | +5.3% | +19.9% | -14.7% | -5.2% |
| 6M | +0.5% | +9.8% | -9.3% | -6.5% |
| YTD | +20.6% | -3.3% | +24.0% | +18.4% |
| 1Y | +57.6% | -3.3% | +60.9% | +54.0% |
| 3Y | +50.6% | +61.5% | -11.0% | +7.6% |
| 5Y | +41.8% | +42.6% | -0.7% | +5.7% |
| 10Y | +515.1% | +197.1% | +318.0% | +184.1% |
| All | +2,276.6% | +692.8% | +1,583.8% | +611.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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