+337.7%
SHW vs EFV
+163.3%
+174.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +1.9% | +2.5% | -0.6% | 0.0% |
| 30D | +8.1% | +2.9% | +5.1% | +5.9% |
| 3M | -2.8% | -1.4% | -1.4% | -1.5% |
| 6M | +15.0% | +5.5% | +9.5% | +10.7% |
| YTD | +9.0% | +16.1% | -7.1% | -2.3% |
| 1Y | +4.5% | +20.3% | -15.8% | -8.8% |
| 3Y | +41.9% | +90.4% | -48.6% | -12.5% |
| 5Y | +10.7% | +93.5% | -82.8% | -33.0% |
| All | +337.7% | +163.3% | +174.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling