-40.1%
WDC vs VALE
-32.2%
-7.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.7% |
| 7D | +12.1% | -3.2% | +15.3% | +14.1% |
| 30D | -18.8% | -15.1% | -3.7% | -9.1% |
| 3M | -39.3% | -18.7% | -20.6% | -31.5% |
| 6M | -40.1% | -31.5% | -8.7% | -17.4% |
| All | -40.1% | -32.2% | -7.9% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling