+20,418.4%
SHW vs EFX
+6,408.3%
+14,010.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +2.5% |
| 7D | -3.2% | -8.6% | +5.4% | -0.5% |
| 30D | -9.5% | +0.1% | -9.6% | -9.7% |
| 3M | +11.5% | +3.8% | +7.6% | +9.5% |
| 6M | -3.5% | -13.5% | +10.0% | 0.0% |
| YTD | +3.7% | -17.7% | +21.4% | +8.3% |
| 1Y | -7.9% | -25.6% | +17.7% | -1.0% |
| 3Y | +24.7% | -12.1% | +36.8% | +24.7% |
| 5Y | +13.6% | -33.8% | +47.4% | +22.3% |
| 10Y | +283.0% | +45.1% | +237.8% | +211.7% |
| All | +20,418.4% | +6,408.3% | +14,010.2% | +6,633.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling