+1.6%
VALE vs SWK
+76.3%
-74.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.3% | -2.3% | +3.6% | +1.9% |
| 30D | -14.3% | +30.4% | -44.8% | -20.2% |
| 3M | -16.8% | +12.1% | -29.0% | -19.3% |
| 6M | -30.2% | +49.1% | -79.3% | -38.2% |
| YTD | -8.6% | +60.4% | -69.0% | -23.6% |
| 1Y | +1.6% | +78.3% | -76.7% | -17.7% |
| All | +1.6% | +76.3% | -74.7% | -17.7% |
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