+22.4%
SHW vs VALE
+48.5%
-26.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.7% |
| 7D | -1.2% | +2.9% | -4.1% | -1.8% |
| 30D | -11.6% | +8.8% | -20.4% | -13.3% |
| 3M | +9.1% | +6.8% | +2.3% | +7.3% |
| 6M | -0.7% | +6.9% | -7.6% | -2.4% |
| YTD | +1.4% | +22.8% | -21.5% | -3.6% |
| 1Y | -12.3% | +61.3% | -73.5% | -21.5% |
| All | +22.4% | +48.5% | -26.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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