+1,680.9%
VALE vs SWK
+359.7%
+1,321.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.6% |
| 7D | +2.4% | +11.3% | -8.8% | -4.0% |
| 30D | -18.7% | +28.1% | -46.8% | -29.9% |
| 3M | -21.2% | +12.6% | -33.8% | -27.2% |
| 6M | -26.1% | +51.7% | -77.8% | -43.0% |
| YTD | -9.6% | +60.0% | -69.6% | -33.5% |
| 1Y | +0.7% | +72.7% | -71.9% | -29.4% |
| 3Y | +3.3% | +46.3% | -43.0% | -27.3% |
| 5Y | +49.4% | -24.6% | +74.0% | +44.5% |
| 10Y | +258.6% | +32.2% | +226.4% | +109.3% |
| All | +1,680.9% | +359.7% | +1,321.2% | +297.7% |
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