+2.6%
VALE vs SWK
+71.2%
-68.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.8% | +11.0% | -9.3% | -1.0% |
| 30D | -14.8% | +30.1% | -44.9% | -20.6% |
| 3M | -19.0% | +14.7% | -33.7% | -21.9% |
| 6M | -27.7% | +44.5% | -72.2% | -35.4% |
| YTD | -8.5% | +59.4% | -67.9% | -23.3% |
| 1Y | +2.6% | +77.5% | -74.9% | -16.5% |
| All | +2.6% | +71.2% | -68.5% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling