+386.0%
WDC vs VALE
+57.7%
+328.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.5% |
| 7D | +4.4% | -0.2% | +4.6% | +4.6% |
| 30D | +5.3% | +9.7% | -4.5% | -3.9% |
| 3M | -5.9% | +5.3% | -11.2% | -9.9% |
| 6M | +73.2% | +0.5% | +72.7% | +69.9% |
| YTD | +167.8% | +20.6% | +147.2% | +134.1% |
| 1Y | +386.0% | +57.6% | +328.4% | +237.9% |
| All | +386.0% | +57.7% | +328.2% | +237.9% |
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 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