-12.1%
WDAY vs VALE
-2.8%
-9.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.6% | +2.9% |
| 7D | +1.8% | -3.2% | +5.0% | +0.8% |
| 30D | +4.1% | -15.1% | +19.1% | -1.9% |
| 3M | -4.8% | -18.7% | +13.9% | -11.6% |
| 6M | +68.6% | -31.5% | +100.1% | +49.3% |
| YTD | -8.5% | -11.4% | +2.9% | -15.0% |
| 1Y | -12.1% | -1.9% | -10.2% | -16.8% |
| All | -12.1% | -2.8% | -9.3% | -16.8% |
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 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