+10.5%
SHW vs VALE
+40.1%
-29.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | -12.7% | +9.7% | -22.4% | -13.8% |
| 3M | +4.7% | +5.3% | -0.6% | +3.8% |
| 6M | -3.4% | +0.5% | -4.0% | -3.7% |
| YTD | -1.3% | +20.6% | -21.9% | -3.8% |
| 1Y | -10.4% | +57.6% | -67.9% | -15.3% |
| 3Y | +20.1% | +50.6% | -30.5% | +13.0% |
| 5Y | +10.5% | +41.8% | -31.4% | +7.5% |
| All | +10.5% | +40.1% | -29.7% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling