-22.1%
WULF vs VALE
+3.0%
-25.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.1% | -10.7% | -9.6% |
| 7D | -12.8% | -0.3% | -12.5% | -13.0% |
| 30D | -20.9% | -19.2% | -1.7% | -6.0% |
| 3M | -38.0% | -20.7% | -17.3% | -25.6% |
| 6M | -47.5% | -25.8% | -21.7% | -33.0% |
| YTD | +1.8% | -9.8% | +11.6% | +18.3% |
| 1Y | -22.1% | +3.7% | -25.7% | -24.7% |
| All | -22.1% | +3.0% | -25.0% | -24.7% |
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