+1,645.1%
VALE vs WWD
+3,588.9%
-1,943.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -3.2% | +4.0% | -7.1% | -5.0% |
| 30D | -15.1% | +0.4% | -15.5% | -15.8% |
| 3M | -18.7% | -7.9% | -10.8% | -16.3% |
| 6M | -31.5% | -10.6% | -20.8% | -29.2% |
| YTD | -11.4% | +9.4% | -20.8% | -18.1% |
| 1Y | -1.9% | +25.7% | -27.6% | -16.0% |
| 3Y | +1.7% | +148.5% | -146.9% | -41.5% |
| 5Y | +35.4% | +189.5% | -154.1% | -31.4% |
| 10Y | +204.8% | +451.8% | -246.9% | -1.8% |
| All | +1,645.1% | +3,588.9% | -1,943.7% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling