+296.4%
WBD vs VALE
+527.8%
-231.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -0.7% | +2.9% | -3.6% | -1.5% |
| 30D | +5.0% | +8.8% | -3.8% | +2.4% |
| 3M | +6.2% | +6.8% | -0.5% | +3.9% |
| 6M | +0.6% | +6.9% | -6.3% | -2.0% |
| YTD | -2.4% | +22.8% | -25.3% | -9.2% |
| 1Y | +127.7% | +61.3% | +66.4% | +96.0% |
| 3Y | +148.4% | +53.3% | +95.1% | +115.5% |
| 5Y | +4.2% | +44.9% | -40.6% | -11.6% |
| 10Y | +10.8% | +486.8% | -476.0% | -43.2% |
| All | +296.4% | +527.8% | -231.5% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling