+215.5%
AZN vs CDW
+271.4%
-56.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -3.1% | -7.4% | +4.2% | -1.9% |
| 30D | +0.6% | +5.8% | -5.3% | -0.5% |
| 3M | -10.8% | +10.8% | -21.6% | -12.9% |
| 6M | -18.1% | +21.5% | -39.6% | -22.4% |
| YTD | -12.3% | +6.4% | -18.6% | -14.9% |
| 1Y | -0.2% | -14.8% | +14.6% | +1.1% |
| 3Y | +23.4% | -29.9% | +53.2% | +27.9% |
| 5Y | +56.4% | -22.9% | +79.2% | +55.5% |
| All | +215.5% | +271.4% | -56.0% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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