-13.5%
WDAY vs VALE
+3.0%
-16.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +3.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.4% |
| 30D | +6.8% | -19.2% | +26.0% | -1.1% |
| 3M | +17.8% | -20.7% | +38.6% | +8.5% |
| 6M | +57.8% | -25.8% | +83.6% | +43.3% |
| YTD | -6.0% | -9.8% | +3.8% | -13.0% |
| 1Y | -13.5% | +3.7% | -17.2% | -20.3% |
| All | -13.5% | +3.0% | -16.5% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling