+57.6%
VALE vs BBWI
-35.0%
+92.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -1.0% |
| 7D | -0.2% | -8.0% | +7.8% | +0.2% |
| 30D | +9.7% | -6.6% | +16.4% | +10.0% |
| 3M | +5.3% | -2.7% | +8.0% | +4.9% |
| 6M | +0.5% | -12.8% | +13.3% | +0.7% |
| YTD | +20.6% | -10.5% | +31.1% | +20.1% |
| 1Y | +57.6% | -35.3% | +92.9% | +55.2% |
| All | +57.6% | -35.0% | +92.6% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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