+183.3%
SW vs AZO
+350.7%
-167.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +7.0% | +10.6% | -3.6% | +5.5% |
| 3M | -7.6% | +4.0% | -11.6% | -8.2% |
| 6M | +8.5% | -7.0% | +15.6% | +9.3% |
| YTD | +17.7% | -4.1% | +21.8% | +18.1% |
| 1Y | +27.1% | -12.6% | +39.6% | +28.9% |
| 3Y | +48.2% | +21.4% | +26.8% | +43.9% |
| 5Y | -2.3% | +74.2% | -76.5% | -9.5% |
| 10Y | +183.3% | +338.9% | -155.5% | +145.3% |
| All | +183.3% | +350.7% | -167.4% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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