+207.3%
VALE vs WU
-21.8%
+229.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.3% |
| 7D | -3.2% | -2.0% | -1.2% | -2.1% |
| 30D | -15.1% | +11.4% | -26.5% | -20.8% |
| 3M | -18.7% | -6.8% | -11.9% | -16.1% |
| 6M | -31.5% | -14.6% | -16.8% | -27.8% |
| YTD | -11.4% | -20.6% | +9.2% | -3.8% |
| 1Y | -1.9% | -15.4% | +13.5% | +2.1% |
| 3Y | +1.7% | -23.6% | +25.3% | +7.1% |
| 5Y | +35.4% | -43.4% | +78.8% | +63.3% |
| 10Y | +204.8% | -38.8% | +243.6% | +226.3% |
| All | +207.3% | -21.8% | +229.1% | +155.2% |
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