+2,848.2%
WELL vs VALE
+2,275.1%
+573.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -0.1% | +5.1% | -5.2% | -1.2% |
| 3M | +18.0% | -0.4% | +18.4% | +17.8% |
| 6M | +15.0% | -2.2% | +17.2% | +14.8% |
| YTD | +28.6% | +20.5% | +8.1% | +22.5% |
| 1Y | +42.9% | +61.2% | -18.3% | +28.0% |
| 3Y | +203.0% | +43.1% | +159.9% | +173.7% |
| 5Y | +206.9% | +34.0% | +172.9% | +172.8% |
| 10Y | +339.5% | +469.7% | -130.2% | +166.0% |
| All | +2,848.2% | +2,275.1% | +573.1% | +1,273.8% |
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