+7.8%
WBD vs VALE
+40.1%
-32.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.2% | +9.7% | -5.6% | +1.2% |
| 3M | +7.5% | +5.3% | +2.2% | +5.5% |
| 6M | +1.6% | +0.5% | +1.0% | +0.6% |
| YTD | -2.2% | +20.6% | -22.8% | -9.5% |
| 1Y | +124.9% | +57.6% | +67.3% | +89.7% |
| 3Y | +149.1% | +50.6% | +98.6% | +109.7% |
| 5Y | +7.8% | +41.8% | -34.0% | -9.9% |
| All | +7.8% | +40.1% | -32.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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