-31.1%
WDAY vs VALE
+43.3%
-74.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | -7.4% | -1.8% | -5.5% | -7.3% |
| 30D | +1.0% | +6.7% | -5.6% | +0.4% |
| 3M | +32.7% | +4.9% | +27.8% | +31.9% |
| 6M | +25.6% | +3.6% | +22.0% | +24.6% |
| YTD | -13.4% | +21.9% | -35.3% | -16.9% |
| 1Y | -19.4% | +61.6% | -80.9% | -26.3% |
| 3Y | -25.8% | +52.1% | -77.9% | -32.5% |
| 5Y | -31.1% | +43.2% | -74.3% | -33.9% |
| All | -31.1% | +43.3% | -74.3% | -33.9% |
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