+49.1%
VALE vs SW
-0.1%
+49.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.6% |
| 7D | -0.3% | +12.1% | -12.4% | -1.8% |
| 30D | -19.2% | +6.6% | -25.8% | -19.9% |
| 3M | -20.7% | -6.0% | -14.7% | -20.3% |
| 6M | -25.8% | +21.5% | -47.3% | -27.9% |
| YTD | -9.8% | +20.3% | -30.1% | -12.4% |
| 1Y | +3.7% | +28.1% | -24.5% | -0.1% |
| 3Y | +3.2% | +51.6% | -48.4% | -0.8% |
| All | +49.1% | -0.1% | +49.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling