+0.7%
VALE vs SW
+25.8%
-25.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +2.4% | +4.7% | -2.2% | +1.4% |
| 30D | -18.7% | +5.0% | -23.7% | -19.6% |
| 3M | -21.2% | -7.3% | -13.8% | -19.9% |
| 6M | -26.1% | +15.0% | -41.1% | -30.0% |
| YTD | -9.6% | +18.5% | -28.1% | -16.0% |
| 1Y | +0.7% | +27.1% | -26.4% | -8.9% |
| All | +0.7% | +25.8% | -25.0% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling