+27.1%
SW vs EFX
-7.7%
+34.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.3% |
| 7D | +2.3% | +2.7% | -0.4% | +1.5% |
| 30D | +6.8% | +33.1% | -26.3% | -2.1% |
| 3M | -5.2% | +8.2% | -13.4% | -7.5% |
| 6M | +7.4% | +10.2% | -2.7% | +3.9% |
| YTD | +17.4% | -11.8% | +29.2% | +21.6% |
| 1Y | +27.1% | -6.1% | +33.2% | +24.7% |
| All | +27.1% | -7.7% | +34.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling