+12,755.4%
WDC vs VALE
+2,275.1%
+10,480.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +6.0% |
| 7D | +1.7% | +1.6% | +0.1% | +1.1% |
| 30D | -10.0% | +5.1% | -15.1% | -11.9% |
| 3M | -18.8% | -0.4% | -18.3% | -18.4% |
| 6M | +79.0% | -2.2% | +81.2% | +81.0% |
| YTD | +171.6% | +20.5% | +151.0% | +155.4% |
| 1Y | +417.4% | +61.2% | +356.2% | +336.6% |
| 3Y | +1,251.8% | +43.1% | +1,208.6% | +1,069.2% |
| 5Y | +911.7% | +34.0% | +877.7% | +753.9% |
| 10Y | +1,399.6% | +469.7% | +930.0% | +572.5% |
| All | +12,755.4% | +2,275.1% | +10,480.3% | +2,554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling