+10.2%
VALE vs SWK
+53.9%
-43.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.4% | +2.5% |
| 7D | +5.6% | +10.7% | -5.1% | +2.7% |
| 30D | -12.1% | +33.3% | -45.5% | -18.7% |
| 3M | -16.3% | +14.7% | -31.0% | -19.5% |
| 6M | -26.0% | +48.5% | -74.5% | -34.0% |
| YTD | -5.5% | +63.9% | -69.4% | -18.6% |
| 1Y | +6.7% | +80.4% | -73.7% | -10.5% |
| 3Y | +10.2% | +58.1% | -48.0% | -10.2% |
| All | +10.2% | +53.9% | -43.7% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling