+44.3%
VALE vs SW
+19.6%
+24.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | +1.6% | -5.1% | +6.7% | +2.8% |
| 30D | +5.1% | -4.6% | +9.7% | +6.1% |
| 3M | -0.4% | +9.4% | -9.8% | -3.2% |
| 6M | -2.2% | +3.5% | -5.7% | -4.2% |
| YTD | +20.5% | +22.0% | -1.5% | +13.3% |
| 1Y | +61.2% | +2.2% | +59.0% | +57.0% |
| All | +44.3% | +19.6% | +24.7% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling