+57.7%
AZN vs WAB
+221.8%
-164.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.1% | -4.1% | +5.1% | +1.9% |
| 3M | -12.1% | +8.2% | -20.3% | -13.9% |
| 6M | -17.1% | +15.4% | -32.5% | -20.1% |
| YTD | -12.0% | +33.1% | -45.1% | -17.6% |
| 1Y | -0.2% | +48.1% | -48.3% | -8.7% |
| 3Y | +26.8% | +167.7% | -141.0% | -2.1% |
| All | +57.7% | +221.8% | -164.0% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling