+149.0%
WMB vs VALE
+53.3%
+95.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.0% |
| 7D | +0.8% | +2.9% | -2.1% | +0.4% |
| 30D | +7.7% | +8.8% | -1.1% | +6.5% |
| 3M | +6.7% | +6.8% | -0.1% | +5.6% |
| 6M | +3.6% | +6.9% | -3.3% | +2.1% |
| YTD | +28.0% | +22.8% | +5.2% | +23.4% |
| 1Y | +37.6% | +61.3% | -23.6% | +27.6% |
| 3Y | +149.0% | +53.3% | +95.7% | +131.2% |
| All | +149.0% | +53.3% | +95.7% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling