+0.2%
SW vs EFX
-29.6%
+29.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -2.6% | -2.0% | -0.6% | -2.1% |
| 30D | +7.2% | +27.9% | -20.7% | +0.2% |
| 3M | -10.5% | +3.8% | -14.3% | -11.7% |
| 6M | +9.9% | +13.0% | -3.1% | +5.6% |
| YTD | +17.2% | -12.4% | +29.6% | +19.5% |
| 1Y | +26.5% | -10.4% | +36.9% | +28.2% |
| 3Y | +47.7% | +4.4% | +43.2% | +43.8% |
| 5Y | +0.2% | -28.9% | +29.1% | -0.5% |
| All | +0.2% | -29.6% | +29.8% | -0.5% |
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