+1,645.1%
VALE vs BWA
+848.6%
+796.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.2% | +4.3% | -7.5% | -5.4% |
| 30D | -15.1% | -13.0% | -2.1% | -8.7% |
| 3M | -18.7% | -24.8% | +6.1% | -6.0% |
| 6M | -31.5% | -23.5% | -8.0% | -22.4% |
| YTD | -11.4% | +13.8% | -25.3% | -21.3% |
| 1Y | -1.9% | +13.4% | -15.3% | -12.8% |
| 3Y | +1.7% | +62.8% | -61.1% | -29.2% |
| 5Y | +35.4% | +28.5% | +7.0% | +1.1% |
| 10Y | +204.8% | +95.4% | +109.4% | +59.5% |
| All | +1,645.1% | +848.6% | +796.5% | +308.9% |
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