+222.0%
WELL vs VALE
+46.3%
+175.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +0.9% |
| 7D | +3.0% | +5.5% | -2.4% | +2.3% |
| 30D | +10.2% | -15.0% | +25.2% | +12.6% |
| 3M | +6.1% | -20.0% | +26.1% | +9.3% |
| 6M | +16.6% | -28.4% | +45.0% | +21.8% |
| YTD | +35.3% | -8.6% | +43.9% | +35.2% |
| 1Y | +31.5% | +2.0% | +29.5% | +28.8% |
| 3Y | +206.5% | +4.1% | +202.4% | +196.5% |
| 5Y | +222.0% | +46.4% | +175.5% | +186.3% |
| All | +222.0% | +46.3% | +175.6% | +186.3% |
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