+330.8%
WM vs VALE
+206.4%
+124.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.8% |
| 7D | +1.2% | -1.5% | +2.7% | +1.3% |
| 30D | +15.2% | -15.6% | +30.9% | +17.1% |
| 3M | +8.3% | -19.5% | +27.9% | +10.5% |
| 6M | +13.1% | -31.9% | +45.0% | +17.2% |
| YTD | +12.5% | -11.0% | +23.5% | +12.6% |
| 1Y | +21.8% | -2.1% | +23.9% | +20.5% |
| 3Y | +48.8% | +1.4% | +47.4% | +45.3% |
| 5Y | +62.1% | +36.2% | +25.9% | +48.7% |
| All | +330.8% | +206.4% | +124.4% | +253.8% |
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