+142.7%
WFC vs VALE
+528.4%
-385.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +2.3% | +9.7% | -7.5% | -0.5% |
| 3M | +9.8% | +5.3% | +4.5% | +7.7% |
| 6M | +15.6% | +0.5% | +15.0% | +14.4% |
| YTD | -2.4% | +20.6% | -23.1% | -9.0% |
| 1Y | +13.8% | +57.6% | -43.8% | -2.1% |
| 3Y | +134.6% | +50.6% | +84.1% | +100.2% |
| 5Y | +127.9% | +41.8% | +86.1% | +88.2% |
| All | +142.7% | +528.4% | -385.7% | +32.8% |
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 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