+306.4%
WM vs VALE
+475.8%
-169.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | -2.4% | +5.1% | -7.5% | -2.9% |
| 3M | +0.4% | -0.4% | +0.8% | +0.3% |
| 6M | -9.5% | -2.2% | -7.3% | -9.7% |
| YTD | +0.5% | +20.5% | -20.0% | -2.3% |
| 1Y | -1.1% | +61.2% | -62.3% | -7.2% |
| 3Y | +46.0% | +43.1% | +2.9% | +37.5% |
| 5Y | +51.8% | +34.0% | +17.9% | +41.4% |
| All | +306.4% | +475.8% | -169.4% | +191.3% |
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 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