+19.6%
SW vs EFX
-11.7%
+31.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +3.2% |
| 7D | -5.1% | -8.6% | +3.5% | -2.5% |
| 30D | -4.6% | +0.1% | -4.7% | -4.8% |
| 3M | +9.4% | +3.8% | +5.5% | +7.6% |
| 6M | +3.5% | -13.5% | +17.0% | +7.4% |
| YTD | +22.0% | -17.7% | +39.7% | +27.9% |
| 1Y | +2.2% | -25.6% | +27.8% | +10.3% |
| All | +19.6% | -11.7% | +31.3% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling