+2,275.1%
VALE vs SWK
+284.9%
+1,990.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +1.6% | -0.4% | +2.0% | +1.9% |
| 30D | +5.1% | -5.7% | +10.8% | +8.5% |
| 3M | -0.4% | +24.1% | -24.5% | -13.0% |
| 6M | -2.2% | +24.7% | -26.9% | -15.4% |
| YTD | +20.5% | +33.9% | -13.4% | -0.9% |
| 1Y | +61.2% | +34.7% | +26.5% | +30.4% |
| 3Y | +43.1% | +15.3% | +27.9% | +16.6% |
| 5Y | +34.0% | -39.3% | +73.2% | +47.7% |
| 10Y | +469.7% | +2.5% | +467.2% | +292.6% |
| All | +2,275.1% | +284.9% | +1,990.1% | +492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling