+25.6%
SW vs EFX
-7.6%
+33.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -2.9% | -0.8% | -2.2% | -2.7% |
| 30D | +5.0% | +25.1% | -20.1% | -1.9% |
| 3M | -13.7% | +1.7% | -15.3% | -14.2% |
| 6M | +8.0% | +18.4% | -10.3% | +2.3% |
| YTD | +14.0% | -12.5% | +26.5% | +18.4% |
| 1Y | +25.6% | -8.1% | +33.7% | +23.7% |
| All | +25.6% | -7.6% | +33.3% | +23.7% |
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