+20.0%
WM vs VALE
+5.1%
+14.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.5% |
| 7D | -0.5% | +5.6% | -6.0% | +0.1% |
| 30D | +13.3% | -12.1% | +25.4% | +11.5% |
| 3M | +4.4% | -16.3% | +20.7% | +2.2% |
| 6M | +10.8% | -26.0% | +36.8% | +7.6% |
| YTD | +9.1% | -5.5% | +14.6% | +4.5% |
| All | +20.0% | +5.1% | +14.9% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling