+12.9%
SHW vs EFX
-36.4%
+49.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | -3.2% | -9.4% | +6.2% | +0.3% |
| 30D | -11.4% | -6.9% | -4.5% | -9.2% |
| 3M | +3.5% | +0.1% | +3.4% | +2.7% |
| 6M | -3.4% | -17.3% | +14.0% | +2.7% |
| YTD | -0.3% | -21.8% | +21.5% | +7.2% |
| 1Y | -10.4% | -32.5% | +22.1% | +2.1% |
| 3Y | +21.3% | -12.3% | +33.6% | +18.4% |
| 5Y | +12.9% | -36.6% | +49.5% | +22.4% |
| All | +12.9% | -36.4% | +49.3% | +22.4% |
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