+560.7%
AMZN vs SW
+182.7%
+378.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +7.9% | +2.3% | +5.6% | +7.6% |
| 30D | -0.2% | +6.8% | -7.0% | -1.1% |
| 3M | -4.8% | -5.2% | +0.4% | -4.3% |
| 6M | -5.7% | +7.4% | -13.1% | -7.1% |
| YTD | +12.3% | +17.4% | -5.1% | +8.9% |
| 1Y | +6.7% | +27.1% | -20.4% | +2.3% |
| 3Y | +85.6% | +47.9% | +37.7% | +73.5% |
| 5Y | +47.4% | -2.6% | +49.9% | +39.0% |
| All | +560.7% | +182.7% | +378.0% | +444.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling