+2,715.9%
SHW vs EFV
+258.8%
+2,457.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | +1.5% | -4.7% | -4.1% |
| 30D | -9.5% | +1.7% | -11.3% | -10.4% |
| 3M | +11.5% | +8.6% | +2.8% | +6.0% |
| 6M | -3.5% | +11.7% | -15.2% | -9.6% |
| YTD | +3.7% | +19.3% | -15.6% | -6.6% |
| 1Y | -7.9% | +30.2% | -38.1% | -21.3% |
| 3Y | +24.7% | +91.6% | -66.9% | -15.5% |
| 5Y | +13.6% | +96.4% | -82.8% | -24.6% |
| 10Y | +283.0% | +166.5% | +116.5% | +110.6% |
| All | +2,715.9% | +258.8% | +2,457.1% | +1,205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling