+273.5%
SHW vs EFX
+41.8%
+231.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.5% | -11.1% | +6.7% | -0.2% |
| 30D | -12.7% | -7.4% | -5.3% | -10.3% |
| 3M | +4.7% | +1.5% | +3.2% | +3.4% |
| 6M | -3.4% | -13.7% | +10.3% | +0.9% |
| YTD | -1.3% | -21.9% | +20.5% | +6.0% |
| 1Y | -10.4% | -30.8% | +20.4% | +0.7% |
| 3Y | +20.1% | -12.4% | +32.5% | +18.9% |
| 5Y | +10.5% | -35.9% | +46.4% | +20.3% |
| All | +273.5% | +41.8% | +231.8% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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