+40.9%
VALE vs WY
-22.2%
+63.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.3% | -4.2% | +3.9% | +1.3% |
| 30D | +8.6% | -10.1% | +18.7% | +13.0% |
| 3M | +2.0% | -8.5% | +10.5% | +5.0% |
| 6M | +2.1% | -3.3% | +5.5% | +2.9% |
| YTD | +20.2% | -4.4% | +24.6% | +21.1% |
| 1Y | +55.2% | -11.5% | +66.6% | +60.9% |
| 3Y | +45.9% | -24.3% | +70.2% | +58.9% |
| All | +40.9% | -22.2% | +63.1% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling