+46.4%
VALE vs WY
-25.0%
+71.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.1% |
| 7D | -0.2% | -3.7% | +3.5% | +1.1% |
| 30D | +9.7% | -11.3% | +21.1% | +14.5% |
| 3M | +5.3% | -8.1% | +13.4% | +8.0% |
| 6M | +0.5% | -7.4% | +8.0% | +2.8% |
| YTD | +20.6% | -4.7% | +25.3% | +21.6% |
| 1Y | +57.6% | -9.2% | +66.8% | +61.7% |
| All | +46.4% | -25.0% | +71.4% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling