+237.7%
VALE vs SWK
+29.6%
+208.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.8% | +11.0% | -9.3% | -2.7% |
| 30D | -14.8% | +30.1% | -44.9% | -23.8% |
| 3M | -19.0% | +14.7% | -33.7% | -23.9% |
| 6M | -27.7% | +44.5% | -72.2% | -38.7% |
| YTD | -8.5% | +59.4% | -67.9% | -26.2% |
| 1Y | +2.6% | +77.5% | -74.9% | -21.0% |
| 3Y | +4.0% | +49.5% | -45.4% | -18.9% |
| 5Y | +51.2% | -24.9% | +76.1% | +56.9% |
| All | +237.7% | +29.6% | +208.1% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling