+46.2%
WM vs VALE
+3.9%
+42.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.0% |
| 7D | +1.2% | +1.8% | -0.6% | +1.2% |
| 30D | +13.1% | -14.8% | +27.9% | +12.5% |
| 3M | +3.6% | -19.0% | +22.6% | +3.0% |
| 6M | +8.1% | -27.7% | +35.8% | +7.4% |
| YTD | +8.9% | -8.5% | +17.4% | +7.3% |
| 1Y | +20.3% | +2.6% | +17.7% | +18.1% |
| 3Y | +46.2% | +4.0% | +42.1% | +41.4% |
| All | +46.2% | +3.9% | +42.3% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling