+41.8%
VALE vs WWD
+187.1%
-145.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | +9.7% | -6.6% | +16.3% | +11.5% |
| 3M | +5.3% | -9.3% | +14.6% | +7.3% |
| 6M | +0.5% | -13.6% | +14.2% | +3.5% |
| YTD | +20.6% | +10.4% | +10.3% | +16.5% |
| 1Y | +57.6% | +39.9% | +17.7% | +42.7% |
| 3Y | +50.6% | +165.0% | -114.5% | +12.9% |
| 5Y | +41.8% | +183.8% | -141.9% | +2.2% |
| All | +41.8% | +187.1% | -145.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling