+47.9%
AMZN vs SW
-1.6%
+49.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +6.7% | +4.7% | +2.1% | +6.0% |
| 30D | +1.5% | +5.0% | -3.5% | +0.6% |
| 3M | -4.6% | -7.3% | +2.8% | -3.6% |
| 6M | -4.9% | +15.0% | -19.9% | -7.9% |
| YTD | +12.7% | +18.5% | -5.8% | +7.8% |
| 1Y | +4.0% | +27.1% | -23.1% | -1.8% |
| 3Y | +87.7% | +49.3% | +38.4% | +70.2% |
| 5Y | +47.9% | -1.6% | +49.5% | +32.4% |
| All | +47.9% | -1.6% | +49.5% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling