+281.4%
WMB vs VALE
+204.8%
+76.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +7.8% | -3.2% | +11.0% | +8.7% |
| 30D | -5.1% | -15.1% | +10.0% | -1.0% |
| 3M | -4.7% | -18.7% | +14.0% | +0.4% |
| 6M | -7.4% | -31.5% | +24.1% | +2.0% |
| YTD | +17.5% | -11.4% | +28.9% | +19.2% |
| 1Y | +19.5% | -1.9% | +21.3% | +17.6% |
| 3Y | +121.3% | +1.7% | +119.6% | +111.3% |
| 5Y | +200.5% | +35.4% | +165.1% | +151.0% |
| All | +281.4% | +204.8% | +76.5% | +171.8% |
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