+222.3%
VALE vs SWK
+32.9%
+189.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.4% | +2.2% |
| 7D | +5.6% | +10.7% | -5.1% | +1.2% |
| 30D | -12.1% | +33.3% | -45.5% | -22.1% |
| 3M | -16.3% | +14.7% | -31.0% | -21.3% |
| 6M | -26.0% | +48.5% | -74.5% | -37.8% |
| YTD | -5.5% | +63.9% | -69.4% | -24.6% |
| 1Y | +6.7% | +80.4% | -73.7% | -18.3% |
| 3Y | +10.2% | +58.1% | -48.0% | -16.1% |
| 5Y | +49.7% | -24.5% | +74.2% | +55.7% |
| 10Y | +222.3% | +29.5% | +192.8% | +125.5% |
| All | +222.3% | +32.9% | +189.4% | +125.5% |
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