+47.9%
VALE vs BWA
+67.1%
-19.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -1.8% | +0.1% | -2.0% | -1.9% |
| 30D | +6.7% | -5.6% | +12.2% | +8.4% |
| 3M | +4.9% | -10.7% | +15.6% | +8.4% |
| 6M | +3.6% | +23.2% | -19.6% | -4.4% |
| YTD | +21.9% | +46.0% | -24.1% | +5.1% |
| 1Y | +61.6% | +51.2% | +10.4% | +37.3% |
| All | +47.9% | +67.1% | -19.2% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling