+642.9%
WDC vs VALE
+204.8%
+438.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | +12.1% | -3.2% | +15.3% | +13.7% |
| 30D | -18.8% | -15.1% | -3.7% | -13.5% |
| 3M | -39.3% | -18.7% | -20.6% | -34.4% |
| 6M | -40.1% | -31.5% | -8.7% | -30.2% |
| YTD | +71.8% | -11.4% | +83.2% | +82.0% |
| 1Y | +88.5% | -1.9% | +90.3% | +91.3% |
| 3Y | +770.0% | +1.7% | +768.3% | +755.9% |
| 5Y | +549.0% | +35.4% | +513.6% | +439.3% |
| All | +642.9% | +204.8% | +438.0% | +363.6% |
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