+328.7%
WM vs VALE
+223.9%
+104.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.2% |
| 7D | -0.5% | +5.6% | -6.0% | -1.0% |
| 30D | +13.3% | -12.1% | +25.4% | +14.7% |
| 3M | +4.4% | -16.3% | +20.7% | +6.1% |
| 6M | +10.8% | -26.0% | +36.8% | +13.8% |
| YTD | +9.1% | -5.5% | +14.6% | +8.5% |
| 1Y | +19.1% | +6.7% | +12.4% | +16.9% |
| 3Y | +45.7% | +10.2% | +35.5% | +41.0% |
| 5Y | +60.4% | +49.7% | +10.7% | +45.7% |
| 10Y | +328.7% | +222.3% | +106.5% | +252.0% |
| All | +328.7% | +223.9% | +104.8% | +252.0% |
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 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