+27.4%
WMT vs VALE
+3.0%
+24.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.6% |
| 7D | +8.8% | -0.3% | +9.1% | +8.7% |
| 30D | +22.9% | -19.2% | +42.2% | +21.9% |
| 3M | +16.1% | -20.7% | +36.8% | +15.0% |
| 6M | -0.5% | -25.8% | +25.3% | -1.3% |
| YTD | +16.7% | -9.8% | +26.5% | +16.4% |
| 1Y | +27.4% | +3.7% | +23.7% | +29.8% |
| All | +27.4% | +3.0% | +24.4% | +29.8% |
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