+26.8%
AZN vs SW
+19.6%
+7.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | 0.0% | -5.1% | +5.1% | +0.5% |
| 30D | +0.7% | -4.6% | +5.3% | +1.1% |
| 3M | -10.5% | +9.4% | -19.9% | -11.5% |
| 6M | -19.3% | +3.5% | -22.8% | -19.9% |
| YTD | -10.6% | +22.0% | -32.6% | -12.4% |
| 1Y | +0.5% | +2.2% | -1.7% | -0.7% |
| All | +26.8% | +19.6% | +7.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling