+61.9%
WM vs VALE
+35.2%
+26.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +3.2% | -3.2% | +6.4% | +3.3% |
| 30D | +13.0% | -15.1% | +28.1% | +13.4% |
| 3M | +9.2% | -18.7% | +27.9% | +9.7% |
| 6M | +13.6% | -31.5% | +45.1% | +14.8% |
| YTD | +12.4% | -11.4% | +23.8% | +11.7% |
| 1Y | +21.2% | -1.9% | +23.1% | +19.8% |
| 3Y | +48.7% | +1.7% | +47.0% | +45.7% |
| All | +61.9% | +35.2% | +26.7% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling