+46.4%
VALE vs WU
-29.2%
+75.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.2% | -5.0% | +4.8% | +0.7% |
| 30D | +9.7% | -2.3% | +12.0% | +10.1% |
| 3M | +5.3% | -3.2% | +8.5% | +4.6% |
| 6M | +0.5% | -25.0% | +25.6% | +5.6% |
| YTD | +20.6% | -21.7% | +42.3% | +25.0% |
| 1Y | +57.6% | -9.0% | +66.6% | +56.7% |
| All | +46.4% | -29.2% | +75.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling