+147.8%
SW vs AZO
+304.9%
-157.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.2% |
| 30D | -4.6% | -2.7% | -1.9% | -4.2% |
| 3M | +9.4% | -3.2% | +12.6% | +9.7% |
| 6M | +3.5% | -19.7% | +23.2% | +6.4% |
| YTD | +22.0% | -12.0% | +34.1% | +24.0% |
| 1Y | +2.2% | -29.5% | +31.7% | +6.5% |
| 3Y | +19.6% | +17.3% | +2.2% | +16.9% |
| 5Y | -2.3% | +94.1% | -96.4% | -10.4% |
| All | +147.8% | +304.9% | -157.1% | +113.3% |
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