+618.0%
WFC vs VALE
+2,275.1%
-1,657.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | +3.8% | +1.6% | +2.2% | +3.3% |
| 30D | +1.5% | +5.1% | -3.6% | -0.2% |
| 3M | +10.9% | -0.4% | +11.3% | +10.5% |
| 6M | +8.4% | -2.2% | +10.6% | +8.2% |
| YTD | -1.9% | +20.5% | -22.4% | -8.7% |
| 1Y | +12.3% | +61.2% | -48.8% | -4.5% |
| 3Y | +132.3% | +43.1% | +89.2% | +100.4% |
| 5Y | +130.1% | +34.0% | +96.1% | +93.0% |
| 10Y | +134.4% | +469.7% | -335.3% | +13.5% |
| All | +618.0% | +2,275.1% | -1,657.1% | +195.9% |
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