+1,228.2%
WDC vs VALE
+528.4%
+699.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | +4.4% | -0.2% | +4.6% | +4.5% |
| 30D | +5.3% | +9.7% | -4.5% | +1.0% |
| 3M | -5.9% | +5.3% | -11.2% | -7.7% |
| 6M | +73.2% | +0.5% | +72.7% | +73.2% |
| YTD | +167.8% | +20.6% | +147.2% | +151.1% |
| 1Y | +386.0% | +57.6% | +328.4% | +311.1% |
| 3Y | +1,309.7% | +50.6% | +1,259.2% | +1,087.3% |
| 5Y | +957.1% | +41.8% | +915.2% | +765.0% |
| All | +1,228.2% | +528.4% | +699.8% | +584.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling