+34.7%
WMB vs VALE
+58.5%
-23.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | 0.0% | -1.8% | +1.8% | +0.2% |
| 30D | +4.6% | +6.7% | -2.1% | +3.8% |
| 3M | +5.7% | +4.9% | +0.9% | +5.0% |
| 6M | +4.2% | +3.6% | +0.6% | +2.8% |
| YTD | +26.8% | +21.9% | +5.0% | +18.6% |
| 1Y | +34.7% | +61.6% | -26.9% | +23.6% |
| All | +34.7% | +58.5% | -23.8% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling