+53.6%
AZN vs SW
-2.3%
+55.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | 0.0% | -5.1% | +5.1% | +0.4% |
| 30D | +0.7% | -4.6% | +5.3% | +1.1% |
| 3M | -10.5% | +9.4% | -19.9% | -11.3% |
| 6M | -19.3% | +3.5% | -22.8% | -19.8% |
| YTD | -10.6% | +22.0% | -32.6% | -12.1% |
| 1Y | +0.5% | +2.2% | -1.7% | -0.3% |
| 3Y | +25.9% | +19.6% | +6.3% | +22.6% |
| All | +53.6% | -2.3% | +55.9% | +49.4% |
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