+991.6%
WDC vs VALE
+43.3%
+948.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +7.5% | -1.8% | +9.3% | +8.3% |
| 30D | +10.1% | +6.7% | +3.4% | +6.8% |
| 3M | -6.8% | +4.9% | -11.7% | -8.4% |
| 6M | +84.1% | +3.6% | +80.6% | +81.7% |
| YTD | +180.3% | +21.9% | +158.4% | +163.8% |
| 1Y | +411.1% | +61.6% | +349.5% | +338.4% |
| 3Y | +1,375.0% | +52.1% | +1,322.9% | +1,160.7% |
| 5Y | +991.6% | +43.2% | +948.4% | +809.5% |
| All | +991.6% | +43.3% | +948.3% | +809.5% |
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