+1,354.6%
WM vs VALE
+2,275.1%
-920.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | -2.4% | +5.1% | -7.5% | -3.2% |
| 3M | +0.4% | -0.4% | +0.8% | +0.2% |
| 6M | -9.5% | -2.2% | -7.3% | -9.8% |
| YTD | +0.5% | +20.5% | -20.0% | -3.3% |
| 1Y | -1.1% | +61.2% | -62.3% | -9.1% |
| 3Y | +46.0% | +43.1% | +2.9% | +34.8% |
| 5Y | +51.8% | +34.0% | +17.9% | +37.8% |
| 10Y | +307.5% | +469.7% | -162.2% | +168.6% |
| All | +1,354.6% | +2,275.1% | -920.5% | +606.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling