+697.4%
WMT vs VALE
+2,320.2%
-1,622.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | +0.1% | +2.9% | -2.8% | -0.2% |
| 30D | -5.0% | +8.8% | -13.8% | -5.8% |
| 3M | -11.3% | +6.8% | -18.1% | -12.0% |
| 6M | -13.8% | +6.9% | -20.7% | -14.7% |
| YTD | -4.2% | +22.8% | -27.0% | -6.7% |
| 1Y | +4.6% | +61.3% | -56.7% | -1.1% |
| 3Y | +100.5% | +53.3% | +47.2% | +88.9% |
| 5Y | +129.7% | +44.9% | +84.8% | +113.5% |
| 10Y | +423.4% | +486.8% | -63.3% | +294.9% |
| All | +697.4% | +2,320.2% | -1,622.8% | +320.2% |
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