+491.2%
VALE vs BWA
+153.1%
+338.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +9.7% | -5.5% | +15.2% | +12.2% |
| 3M | +5.3% | -7.6% | +12.9% | +8.4% |
| 6M | +0.5% | +25.0% | -24.4% | -10.4% |
| YTD | +20.6% | +47.0% | -26.3% | -1.6% |
| 1Y | +57.6% | +54.0% | +3.6% | +25.3% |
| 3Y | +50.6% | +70.7% | -20.1% | +10.2% |
| 5Y | +41.8% | +86.7% | -44.8% | -5.5% |
| All | +491.2% | +153.1% | +338.1% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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