+583.2%
WDC vs VALE
+36.6%
+546.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.4% |
| 7D | +16.3% | -1.5% | +17.8% | +17.0% |
| 30D | -18.3% | -15.6% | -2.6% | -12.6% |
| 3M | -31.4% | -19.5% | -11.9% | -25.6% |
| 6M | -36.3% | -31.9% | -4.4% | -25.6% |
| YTD | +80.8% | -11.0% | +91.8% | +93.0% |
| 1Y | +87.7% | -2.1% | +89.8% | +93.6% |
| 3Y | +819.4% | +1.4% | +818.1% | +815.2% |
| 5Y | +583.2% | +36.2% | +547.0% | +524.2% |
| All | +583.2% | +36.6% | +546.6% | +524.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling