+981.5%
WULF vs VALE
+2,276.6%
-1,295.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.7% | -5.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -3.6% | +9.7% | -13.4% | -5.0% |
| 3M | -30.4% | +5.3% | -35.7% | -31.0% |
| 6M | +12.5% | +0.5% | +11.9% | +12.6% |
| YTD | +40.5% | +20.6% | +19.9% | +37.4% |
| 1Y | +53.0% | +57.6% | -4.6% | +44.2% |
| 3Y | +796.7% | +50.6% | +746.1% | +751.4% |
| 5Y | -30.9% | +41.8% | -72.7% | -33.5% |
| 10Y | +76.1% | +515.1% | -439.0% | +49.5% |
| All | +981.5% | +2,276.6% | -1,295.1% | +734.5% |
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 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