-25.8%
VALE vs SW
+17.5%
-43.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +3.4% |
| 7D | -0.3% | +12.1% | -12.4% | -2.2% |
| 30D | -19.2% | +6.6% | -25.8% | -20.0% |
| 3M | -20.7% | -6.0% | -14.7% | -19.8% |
| 6M | -25.8% | +21.5% | -47.3% | -31.6% |
| All | -25.8% | +17.5% | -43.2% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling