+211.0%
WELL vs VALE
+41.9%
+169.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | +0.5% | +8.8% | -8.3% | -0.7% |
| 3M | +19.1% | +6.8% | +12.3% | +17.8% |
| 6M | +17.0% | +6.9% | +10.1% | +15.4% |
| YTD | +29.2% | +22.8% | +6.4% | +24.1% |
| 1Y | +42.1% | +61.3% | -19.1% | +30.3% |
| 3Y | +204.5% | +53.3% | +151.2% | +178.5% |
| 5Y | +211.0% | +44.9% | +166.1% | +185.7% |
| All | +211.0% | +41.9% | +169.1% | +185.7% |
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