+133.3%
WFC vs VALE
+47.4%
+86.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +0.4% | -1.8% | +2.3% | +0.8% |
| 30D | +2.5% | +6.7% | -4.2% | +1.2% |
| 3M | +10.0% | +4.9% | +5.1% | +8.9% |
| 6M | +15.1% | +3.6% | +11.5% | +13.8% |
| YTD | -2.2% | +21.9% | -24.1% | -7.1% |
| 1Y | +13.5% | +61.6% | -48.1% | +1.3% |
| All | +133.3% | +47.4% | +86.0% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling