+82.7%
WULF vs VALE
+526.3%
-443.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -2.6% | +8.6% | -11.2% | -5.4% |
| 3M | -34.0% | +2.0% | -35.9% | -34.6% |
| 6M | +10.0% | +2.1% | +7.9% | +9.5% |
| YTD | +45.7% | +20.2% | +25.5% | +38.6% |
| 1Y | +57.3% | +55.2% | +2.2% | +38.1% |
| 3Y | +878.9% | +45.9% | +833.1% | +773.3% |
| 5Y | -28.3% | +41.4% | -69.7% | -34.6% |
| All | +82.7% | +526.3% | -443.7% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling