+302.1%
WDAY vs VALE
+108.5%
+193.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | +1.6% | -6.0% | -4.7% |
| 30D | +14.7% | +5.1% | +9.6% | +13.6% |
| 3M | +32.4% | -0.4% | +32.8% | +31.9% |
| 6M | +36.9% | -2.2% | +39.1% | +36.1% |
| YTD | -8.8% | +20.5% | -29.4% | -13.4% |
| 1Y | -15.3% | +61.2% | -76.5% | -24.1% |
| 3Y | -21.2% | +43.1% | -64.3% | -28.8% |
| 5Y | -29.5% | +34.0% | -63.5% | -37.2% |
| 10Y | +120.0% | +469.7% | -349.6% | +44.5% |
| All | +302.1% | +108.5% | +193.6% | +158.5% |
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 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