+190.2%
WMB vs VALE
+48.9%
+141.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.1% |
| 7D | -6.7% | +5.6% | -12.2% | -7.7% |
| 30D | -8.6% | -12.1% | +3.6% | -6.2% |
| 3M | -4.9% | -16.3% | +11.4% | -1.7% |
| 6M | -6.3% | -26.0% | +19.7% | -0.9% |
| YTD | +13.0% | -5.5% | +18.5% | +12.7% |
| 1Y | +14.9% | +6.7% | +8.2% | +11.6% |
| 3Y | +113.4% | +10.2% | +103.2% | +103.3% |
| 5Y | +190.2% | +49.7% | +140.4% | +145.4% |
| All | +190.2% | +48.9% | +141.3% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling