+393.0%
EFA vs SHW
+6,042.4%
-5,649.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.6% |
| 30D | -0.7% | -11.6% | +10.9% | +4.1% |
| 3M | +6.4% | +9.1% | -2.7% | +2.2% |
| 6M | +11.4% | -0.7% | +12.0% | +10.8% |
| YTD | +14.0% | +1.4% | +12.6% | +12.3% |
| 1Y | +20.2% | -12.3% | +32.5% | +25.0% |
| 3Y | +68.2% | +23.4% | +44.8% | +50.7% |
| 5Y | +54.8% | +15.0% | +39.8% | +38.5% |
| 10Y | +142.4% | +278.3% | -135.9% | +26.6% |
| All | +393.0% | +6,042.4% | -5,649.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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