+383.1%
AZN vs NWSA
+120.6%
+262.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -3.1% | -4.8% | +1.6% | -2.1% |
| 30D | +0.6% | +3.0% | -2.4% | 0.0% |
| 3M | -10.8% | +9.3% | -20.1% | -12.6% |
| 6M | -18.1% | +23.2% | -41.3% | -21.8% |
| YTD | -12.3% | +13.3% | -25.6% | -14.9% |
| 1Y | -0.2% | +2.9% | -3.1% | -1.6% |
| 3Y | +23.4% | +43.3% | -20.0% | +11.9% |
| 5Y | +56.4% | +40.9% | +15.5% | +39.1% |
| 10Y | +225.7% | +148.1% | +77.6% | +136.2% |
| All | +383.1% | +120.6% | +262.5% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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