+90.5%
WFC vs VALE
+36.6%
+53.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.4% |
| 7D | +1.7% | -1.5% | +3.2% | +2.0% |
| 30D | +6.8% | -15.6% | +22.5% | +10.2% |
| 3M | -3.0% | -19.5% | +16.6% | +0.8% |
| 6M | +15.4% | -31.9% | +47.3% | +23.7% |
| YTD | -5.9% | -11.0% | +5.0% | -5.2% |
| 1Y | +1.7% | -2.1% | +3.8% | +0.4% |
| 3Y | +124.9% | +1.4% | +123.5% | +117.2% |
| 5Y | +90.5% | +36.2% | +54.3% | +53.6% |
| All | +90.5% | +36.6% | +53.9% | +53.6% |
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