+730.4%
SW vs AZO
+2,643.8%
-1,913.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | +4.7% | +5.5% | -0.8% | +4.3% |
| 30D | +5.0% | +14.2% | -9.2% | +4.1% |
| 3M | -7.3% | +7.9% | -15.3% | -7.8% |
| 6M | +15.0% | -6.6% | +21.5% | +15.3% |
| YTD | +18.5% | -2.4% | +21.0% | +18.6% |
| 1Y | +27.1% | -9.6% | +36.8% | +27.7% |
| 3Y | +49.3% | +28.5% | +20.8% | +47.5% |
| 5Y | -1.6% | +82.0% | -83.7% | -4.1% |
| 10Y | +185.4% | +352.3% | -166.9% | +178.5% |
| All | +730.4% | +2,643.8% | -1,913.4% | +792.5% |
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