+6,312.7%
AMZN vs SW
+743.1%
+5,569.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.1% | +2.0% | +5.8% |
| 7D | +4.5% | +12.1% | -7.6% | +3.6% |
| 30D | +5.8% | +6.6% | -0.7% | +5.3% |
| 3M | -4.1% | -6.0% | +1.9% | -3.7% |
| 6M | -2.2% | +21.5% | -23.7% | -4.0% |
| YTD | +15.3% | +20.3% | -5.1% | +12.9% |
| 1Y | +6.7% | +28.1% | -21.4% | +4.0% |
| 3Y | +91.9% | +51.6% | +40.3% | +84.1% |
| 5Y | +53.0% | -0.1% | +53.2% | +47.9% |
| 10Y | +604.7% | +189.7% | +414.9% | +542.8% |
| All | +6,312.7% | +743.1% | +5,569.6% | +5,687.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling