+349.9%
WELL vs VALE
+528.4%
-178.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +4.7% | +9.7% | -5.1% | +2.8% |
| 3M | +11.9% | +5.3% | +6.7% | +10.6% |
| 6M | +14.3% | +0.5% | +13.7% | +13.6% |
| YTD | +28.4% | +20.6% | +7.7% | +22.5% |
| 1Y | +42.3% | +57.6% | -15.3% | +28.5% |
| 3Y | +202.6% | +50.6% | +152.0% | +171.7% |
| 5Y | +206.5% | +41.8% | +164.7% | +170.9% |
| All | +349.9% | +528.4% | -178.5% | +197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling