+730.4%
SW vs EFX
+550.5%
+179.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | +4.7% | +8.1% | -3.4% | +3.4% |
| 30D | +5.0% | +36.0% | -31.0% | +0.1% |
| 3M | -7.3% | +9.6% | -16.9% | -8.8% |
| 6M | +15.0% | +14.7% | +0.2% | +12.2% |
| YTD | +18.5% | -9.9% | +28.4% | +19.3% |
| 1Y | +27.1% | -5.4% | +32.6% | +27.1% |
| 3Y | +49.3% | +9.3% | +40.0% | +46.8% |
| 5Y | -1.6% | -29.1% | +27.5% | -0.7% |
| 10Y | +185.4% | +72.5% | +112.9% | +165.0% |
| All | +730.4% | +550.5% | +179.9% | +705.4% |
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 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