+856.0%
WMB vs VALE
+2,275.1%
-1,419.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +1.6% | -1.0% | -0.1% |
| 30D | +3.3% | +5.1% | -1.9% | +0.9% |
| 3M | +3.1% | -0.4% | +3.5% | +2.6% |
| 6M | -0.7% | -2.2% | +1.5% | -1.3% |
| YTD | +25.2% | +20.5% | +4.6% | +13.3% |
| 1Y | +32.9% | +61.2% | -28.3% | +6.4% |
| 3Y | +140.6% | +43.1% | +97.4% | +94.6% |
| 5Y | +273.5% | +34.0% | +239.5% | +190.7% |
| 10Y | +334.2% | +469.7% | -135.5% | +46.2% |
| All | +856.0% | +2,275.1% | -1,419.1% | +54.3% |
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