+113.2%
WDC vs VALE
+3.0%
+110.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.9% | -9.7% |
| 7D | -18.3% | -0.3% | -18.0% | -18.4% |
| 30D | -26.7% | -19.2% | -7.5% | -13.6% |
| 3M | -40.9% | -20.7% | -20.2% | -30.0% |
| 6M | -26.8% | -25.8% | -1.0% | -7.6% |
| YTD | +88.2% | -9.8% | +98.0% | +112.5% |
| 1Y | +113.2% | +3.7% | +109.5% | +115.2% |
| All | +113.2% | +3.0% | +110.2% | +115.2% |
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