+66.5%
AZN vs SW
-2.3%
+68.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +1.5% | +1.8% | -0.3% | +1.4% |
| 30D | +19.0% | +7.0% | +11.9% | +18.3% |
| 3M | +17.3% | -7.6% | +25.0% | +17.9% |
| 6M | +3.6% | +8.5% | -5.0% | +2.7% |
| YTD | +4.1% | +17.7% | -13.6% | +2.6% |
| 1Y | +13.1% | +27.1% | -13.9% | +11.0% |
| 3Y | +55.8% | +48.2% | +7.6% | +50.6% |
| 5Y | +66.5% | -2.3% | +68.8% | +58.0% |
| All | +66.5% | -2.3% | +68.8% | +58.0% |
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