+43.2%
VALE vs BBWI
-68.8%
+112.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | 0.0% |
| 7D | -1.8% | -4.4% | +2.6% | -1.4% |
| 30D | +6.7% | -7.4% | +14.0% | +7.3% |
| 3M | +4.9% | -2.2% | +7.1% | +4.5% |
| 6M | +3.6% | -16.3% | +19.9% | +4.8% |
| YTD | +21.9% | -9.1% | +31.0% | +21.4% |
| 1Y | +61.6% | -34.5% | +96.1% | +66.9% |
| 3Y | +52.1% | -47.0% | +99.1% | +57.6% |
| 5Y | +43.2% | -68.8% | +112.0% | +41.9% |
| All | +43.2% | -68.8% | +112.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling