+2.8%
VALE vs SW
+40.4%
-37.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -20.1% |
| 6M | -26.1% | +15.0% | -41.1% | -29.3% |
| YTD | -9.6% | +18.5% | -28.1% | -14.7% |
| 1Y | +0.7% | +27.1% | -26.4% | -6.5% |
| All | +2.8% | +40.4% | -37.6% | -8.2% |
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