+303.5%
WDAY vs VALE
+53.2%
+250.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.6% | +3.1% |
| 7D | +1.8% | -3.2% | +5.0% | +2.4% |
| 30D | +4.1% | -15.1% | +19.1% | +6.9% |
| 3M | -4.8% | -18.7% | +13.9% | -1.7% |
| 6M | +68.6% | -31.5% | +100.1% | +78.6% |
| YTD | -8.5% | -11.4% | +2.9% | -8.6% |
| 1Y | -12.1% | -1.9% | -10.2% | -14.0% |
| 3Y | -13.2% | +1.7% | -14.9% | -16.8% |
| 5Y | -33.7% | +35.4% | -69.2% | -41.5% |
| 10Y | +137.4% | +204.8% | -67.4% | +72.5% |
| All | +303.5% | +53.2% | +250.3% | +172.9% |
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 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