+4,678.0%
AZN vs GWW
+6,704.7%
-2,026.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | -1.6% | -3.4% | +1.8% | -0.9% |
| 30D | +1.1% | -1.9% | +3.0% | +1.4% |
| 3M | -12.1% | -2.4% | -9.7% | -11.9% |
| 6M | -17.1% | +15.7% | -32.9% | -19.8% |
| YTD | -12.0% | +27.6% | -39.6% | -16.5% |
| 1Y | -0.2% | +27.2% | -27.4% | -5.4% |
| 3Y | +26.8% | +89.7% | -62.9% | +9.5% |
| 5Y | +56.9% | +223.9% | -167.0% | +19.8% |
| 10Y | +226.7% | +567.1% | -340.4% | +105.3% |
| All | +4,678.0% | +6,704.7% | -2,026.6% | +1,868.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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