+2.5%
SW vs AZO
+72.7%
-70.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | +0.5% | +1.6% | +2.1% |
| 30D | +7.4% | +9.4% | -2.0% | +5.7% |
| 3M | -5.9% | +4.9% | -10.8% | -6.8% |
| 6M | +9.0% | -8.0% | +16.9% | +10.2% |
| YTD | +18.1% | -5.1% | +23.3% | +19.0% |
| 1Y | +28.7% | -13.7% | +42.4% | +31.5% |
| 3Y | +48.8% | +19.1% | +29.7% | +44.0% |
| 5Y | +2.5% | +71.0% | -68.6% | -4.7% |
| All | +2.5% | +72.7% | -70.2% | -4.7% |
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