+343.2%
AZN vs SW
+184.4%
+158.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +1.6% | +2.2% | -0.6% | +1.4% |
| 30D | +17.3% | +7.4% | +9.9% | +16.6% |
| 3M | +15.3% | -5.9% | +21.3% | +15.8% |
| 6M | +2.1% | +9.0% | -6.8% | +1.1% |
| YTD | +2.6% | +18.1% | -15.5% | +0.9% |
| 1Y | +7.9% | +28.7% | -20.8% | +5.3% |
| 3Y | +55.8% | +48.8% | +7.1% | +48.9% |
| 5Y | +63.0% | +2.5% | +60.5% | +57.1% |
| 10Y | +343.2% | +184.4% | +158.8% | +267.9% |
| All | +343.2% | +184.4% | +158.8% | +267.9% |
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