+1,379.2%
WDC vs VALE
+48.5%
+1,330.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.1% |
| 7D | +6.0% | +2.9% | +3.1% | +4.2% |
| 30D | +9.9% | +8.8% | +1.1% | +4.2% |
| 3M | -9.4% | +6.8% | -16.2% | -12.5% |
| 6M | +94.7% | +6.9% | +87.8% | +87.7% |
| YTD | +177.4% | +22.8% | +154.5% | +155.3% |
| 1Y | +412.6% | +61.3% | +351.3% | +322.5% |
| All | +1,379.2% | +48.5% | +1,330.7% | +1,100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling