+2,320.2%
VALE vs WY
+115.2%
+2,205.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.8% |
| 7D | +2.9% | -2.1% | +5.0% | +4.2% |
| 30D | +8.8% | -10.5% | +19.3% | +16.5% |
| 3M | +6.8% | -4.9% | +11.6% | +9.1% |
| 6M | +6.9% | -4.9% | +11.8% | +9.2% |
| YTD | +22.8% | -1.7% | +24.5% | +21.9% |
| 1Y | +61.3% | -9.4% | +70.6% | +67.2% |
| 3Y | +53.3% | -22.3% | +75.6% | +70.1% |
| 5Y | +44.9% | -20.5% | +65.4% | +51.4% |
| 10Y | +486.8% | +4.9% | +481.9% | +342.2% |
| All | +2,320.2% | +115.2% | +2,205.0% | +931.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling