-2.6%
SW vs AZO
+76.1%
-78.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.4% |
| 7D | +2.3% | +1.5% | +0.9% | +2.1% |
| 30D | +6.8% | +13.0% | -6.2% | +4.4% |
| 3M | -5.2% | +4.8% | -10.0% | -6.1% |
| 6M | +7.4% | -9.2% | +16.6% | +8.9% |
| YTD | +17.4% | -5.2% | +22.6% | +18.3% |
| 1Y | +27.1% | -12.4% | +39.5% | +29.6% |
| 3Y | +47.9% | +23.4% | +24.4% | +42.4% |
| All | -2.6% | +76.1% | -78.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling