+326.2%
VALE vs WU
-21.6%
+347.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +3.4% |
| 7D | +2.9% | -0.8% | +3.8% | +3.4% |
| 30D | +8.8% | -1.1% | +9.9% | +9.2% |
| 3M | +6.8% | -1.8% | +8.6% | +4.3% |
| 6M | +6.9% | -23.9% | +30.8% | +21.3% |
| YTD | +22.8% | -20.4% | +43.2% | +34.5% |
| 1Y | +61.3% | -10.6% | +71.8% | +61.5% |
| 3Y | +53.3% | -27.7% | +81.1% | +67.5% |
| 5Y | +44.9% | -51.1% | +96.0% | +94.3% |
| 10Y | +486.8% | -40.7% | +527.5% | +549.3% |
| All | +326.2% | -21.6% | +347.8% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling