+722.5%
SW vs AZO
+2,567.0%
-1,844.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | +2.3% | +1.5% | +0.9% | +2.2% |
| 30D | +6.8% | +13.0% | -6.2% | +5.9% |
| 3M | -5.2% | +4.8% | -10.0% | -5.5% |
| 6M | +7.4% | -9.2% | +16.6% | +7.9% |
| YTD | +17.4% | -5.2% | +22.6% | +17.7% |
| 1Y | +27.1% | -12.4% | +39.5% | +27.9% |
| 3Y | +47.9% | +23.4% | +24.4% | +46.4% |
| 5Y | -2.6% | +76.9% | -79.5% | -4.8% |
| 10Y | +182.7% | +339.6% | -156.9% | +176.4% |
| All | +722.5% | +2,567.0% | -1,844.4% | +785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling