+417.4%
WDC vs VALE
+60.7%
+356.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +6.1% |
| 7D | +1.7% | +1.6% | +0.1% | +0.2% |
| 30D | -10.0% | +5.1% | -15.1% | -14.3% |
| 3M | -18.8% | -0.4% | -18.3% | -18.3% |
| 6M | +79.0% | -2.2% | +81.2% | +79.8% |
| YTD | +171.6% | +20.5% | +151.0% | +138.2% |
| 1Y | +417.4% | +61.2% | +356.2% | +260.0% |
| All | +417.4% | +60.7% | +356.7% | +260.0% |
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