+878.9%
WULF vs VALE
+45.4%
+833.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +4.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.7% |
| 30D | -2.6% | +8.6% | -11.2% | -8.8% |
| 3M | -34.0% | +2.0% | -35.9% | -35.5% |
| 6M | +10.0% | +2.1% | +7.9% | +8.2% |
| YTD | +45.7% | +20.2% | +25.5% | +29.3% |
| 1Y | +57.3% | +55.2% | +2.2% | +15.9% |
| 3Y | +878.9% | +45.9% | +833.1% | +625.4% |
| All | +878.9% | +45.4% | +833.6% | +625.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling