+2,275.1%
VALE vs BWA
+1,159.0%
+1,116.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.8% |
| 7D | +1.6% | +5.7% | -4.1% | -1.4% |
| 30D | +5.1% | +1.4% | +3.7% | +3.9% |
| 3M | -0.4% | -12.1% | +11.7% | +5.9% |
| 6M | -2.2% | +28.6% | -30.8% | -16.4% |
| YTD | +20.5% | +51.1% | -30.6% | -7.6% |
| 1Y | +61.2% | +55.9% | +5.3% | +20.7% |
| 3Y | +43.1% | +70.1% | -27.0% | -2.6% |
| 5Y | +34.0% | +90.7% | -56.7% | -19.7% |
| 10Y | +469.7% | +154.0% | +315.7% | +160.2% |
| All | +2,275.1% | +1,159.0% | +1,116.1% | +380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling