+135.9%
WMT vs VALE
+40.3%
+95.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -7.4% | +8.6% | -16.0% | -7.7% |
| 3M | -10.9% | +2.0% | -12.8% | -10.9% |
| 6M | -12.7% | +2.1% | -14.8% | -12.9% |
| YTD | -3.2% | +20.2% | -23.4% | -4.0% |
| 1Y | +5.3% | +55.2% | -49.9% | +3.3% |
| 3Y | +101.9% | +45.9% | +56.0% | +97.1% |
| All | +135.9% | +40.3% | +95.6% | +132.0% |
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