+339.1%
AZN vs SW
+182.7%
+156.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.1% | +2.3% | -2.4% | -0.3% |
| 30D | +16.4% | +6.8% | +9.7% | +15.8% |
| 3M | +15.7% | -5.2% | +20.9% | +16.2% |
| 6M | +0.8% | +7.4% | -6.6% | 0.0% |
| YTD | +2.5% | +17.4% | -14.9% | +0.8% |
| 1Y | +12.4% | +27.1% | -14.7% | +9.9% |
| 3Y | +53.4% | +47.9% | +5.6% | +46.7% |
| 5Y | +62.8% | -2.6% | +65.4% | +57.6% |
| All | +339.1% | +182.7% | +156.4% | +262.7% |
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