+177.1%
SW vs AZO
+334.0%
-157.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | +1.3% | -4.3% | -3.1% |
| 30D | +5.0% | +12.0% | -6.9% | +3.4% |
| 3M | -13.7% | +7.2% | -20.9% | -14.6% |
| 6M | +8.0% | -3.2% | +11.2% | +8.2% |
| YTD | +14.0% | -3.9% | +17.8% | +14.3% |
| 1Y | +25.6% | -14.7% | +40.3% | +27.8% |
| 3Y | +40.1% | +20.4% | +19.7% | +36.2% |
| 5Y | -2.6% | +72.8% | -75.4% | -9.6% |
| All | +177.1% | +334.0% | -157.0% | +140.4% |
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