+763.0%
WMB vs VALE
+1,761.8%
-998.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.4% |
| 7D | -6.7% | +5.6% | -12.2% | -8.9% |
| 30D | -8.6% | -12.1% | +3.6% | -3.9% |
| 3M | -4.9% | -16.3% | +11.4% | +1.5% |
| 6M | -6.3% | -26.0% | +19.7% | +4.6% |
| YTD | +13.0% | -5.5% | +18.5% | +12.5% |
| 1Y | +14.9% | +6.7% | +8.2% | +8.7% |
| 3Y | +113.4% | +10.2% | +103.2% | +92.1% |
| 5Y | +190.2% | +49.7% | +140.4% | +114.1% |
| 10Y | +259.9% | +222.3% | +37.6% | +56.7% |
| All | +763.0% | +1,761.8% | -998.8% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling