+10.2%
SHW vs EFX
-30.1%
+40.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | +8.1% | +25.1% | -17.1% | -0.9% |
| 3M | -2.8% | +1.7% | -4.4% | -3.9% |
| 6M | +15.0% | +18.4% | -3.3% | +6.6% |
| YTD | +9.0% | -12.5% | +21.5% | +12.2% |
| 1Y | +4.5% | -8.1% | +12.6% | +5.2% |
| 3Y | +41.9% | +4.8% | +37.1% | +27.7% |
| All | +10.2% | -30.1% | +40.4% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling