+237.7%
VALE vs SW
+182.7%
+55.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.3% |
| 7D | +1.8% | +2.3% | -0.6% | +1.5% |
| 30D | -14.8% | +6.8% | -21.6% | -15.6% |
| 3M | -19.0% | -5.2% | -13.8% | -18.6% |
| 6M | -27.7% | +7.4% | -35.1% | -28.8% |
| YTD | -8.5% | +17.4% | -25.9% | -11.1% |
| 1Y | +2.6% | +27.1% | -24.5% | -1.3% |
| 3Y | +4.0% | +47.9% | -43.8% | -2.2% |
| 5Y | +51.2% | -2.6% | +53.8% | +44.8% |
| All | +237.7% | +182.7% | +55.0% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling