+313.2%
WMB vs VALE
+493.0%
-179.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | 0.0% | -1.8% | +1.8% | +0.5% |
| 30D | +4.6% | +6.7% | -2.1% | +2.6% |
| 3M | +5.7% | +4.9% | +0.9% | +4.0% |
| 6M | +4.2% | +3.6% | +0.6% | +2.2% |
| YTD | +26.8% | +21.9% | +5.0% | +18.2% |
| 1Y | +34.7% | +61.6% | -26.9% | +15.6% |
| 3Y | +146.8% | +52.1% | +94.7% | +110.5% |
| 5Y | +285.0% | +43.2% | +241.8% | +220.6% |
| 10Y | +313.2% | +521.5% | -208.3% | +119.8% |
| All | +313.2% | +493.0% | -179.8% | +119.8% |
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