+590.8%
WFC vs VALE
+1,645.1%
-1,054.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +2.5% | -3.2% | +5.7% | +3.5% |
| 30D | +7.0% | -15.1% | +22.1% | +12.1% |
| 3M | -1.8% | -18.7% | +16.9% | +4.1% |
| 6M | +18.4% | -31.5% | +49.9% | +31.6% |
| YTD | -5.6% | -11.4% | +5.8% | -4.0% |
| 1Y | +3.9% | -1.9% | +5.7% | +2.4% |
| 3Y | +126.3% | +1.7% | +124.6% | +116.1% |
| 5Y | +91.1% | +35.4% | +55.7% | +59.2% |
| 10Y | +118.5% | +204.8% | -86.3% | +28.4% |
| All | +590.8% | +1,645.1% | -1,054.4% | +211.3% |
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