+112.2%
WDAY vs VALE
+526.3%
-414.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -5.2% | -0.3% | -4.9% | -5.1% |
| 30D | +5.9% | +8.6% | -2.7% | +4.1% |
| 3M | +42.3% | +2.0% | +40.3% | +41.1% |
| 6M | +34.7% | +2.1% | +32.6% | +32.8% |
| YTD | -13.5% | +20.2% | -33.8% | -18.6% |
| 1Y | -18.1% | +55.2% | -73.2% | -27.3% |
| 3Y | -26.4% | +45.9% | -72.3% | -34.9% |
| 5Y | -30.6% | +41.4% | -72.0% | -40.2% |
| All | +112.2% | +526.3% | -414.1% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling