+70.0%
AZN vs SW
-2.3%
+72.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.1% | -2.9% | +1.9% | -0.8% |
| 30D | +13.8% | +5.0% | +8.8% | +13.4% |
| 3M | +17.3% | -13.7% | +31.0% | +18.5% |
| 6M | -1.7% | +8.0% | -9.8% | -2.6% |
| YTD | +1.4% | +14.0% | -12.6% | +0.1% |
| 1Y | +5.2% | +25.6% | -20.5% | +3.3% |
| 3Y | +52.6% | +40.1% | +12.5% | +48.0% |
| All | +70.0% | -2.3% | +72.3% | +61.6% |
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