+2,275.1%
VALE vs WWD
+3,771.8%
-1,496.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.8% |
| 7D | +1.6% | +1.3% | +0.3% | +0.9% |
| 30D | +5.1% | -7.2% | +12.3% | +8.6% |
| 3M | -0.4% | -3.8% | +3.4% | +0.2% |
| 6M | -2.2% | -9.9% | +7.7% | +1.0% |
| YTD | +20.5% | +14.8% | +5.7% | +9.7% |
| 1Y | +61.2% | +42.1% | +19.1% | +30.2% |
| 3Y | +43.1% | +170.8% | -127.7% | -20.5% |
| 5Y | +34.0% | +197.5% | -163.6% | -32.7% |
| 10Y | +469.7% | +477.8% | -8.1% | +80.9% |
| All | +2,275.1% | +3,771.8% | -1,496.8% | +207.1% |
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