+230.8%
AZN vs W
+177.7%
+53.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.7% |
| 7D | -1.5% | +6.5% | -8.0% | -1.8% |
| 30D | -0.9% | -6.2% | +5.4% | -0.5% |
| 3M | -11.8% | +48.9% | -60.7% | -14.2% |
| 6M | -17.6% | +31.2% | -48.8% | -19.5% |
| YTD | -12.0% | -0.4% | -11.6% | -13.0% |
| 1Y | -0.9% | +14.8% | -15.7% | -3.0% |
| 3Y | +23.7% | +40.5% | -16.8% | +16.3% |
| 5Y | +54.5% | -62.1% | +116.7% | +50.3% |
| 10Y | +218.2% | +141.5% | +76.6% | +140.2% |
| All | +230.8% | +177.7% | +53.1% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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