+755.0%
SW vs EFX
+494.2%
+260.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +2.2% |
| 7D | -5.1% | -8.6% | +3.5% | -3.9% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +9.4% | +3.8% | +5.5% | +8.6% |
| 6M | +3.5% | -13.5% | +17.0% | +5.3% |
| YTD | +22.0% | -17.7% | +39.7% | +24.7% |
| 1Y | +2.2% | -25.6% | +27.8% | +5.9% |
| 3Y | +19.6% | -12.1% | +31.7% | +20.9% |
| 5Y | -2.3% | -33.8% | +31.5% | -0.1% |
| 10Y | +181.4% | +45.1% | +136.2% | +166.4% |
| All | +755.0% | +494.2% | +260.8% | +742.1% |
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