+2,318.1%
AZN vs WAB
+4,056.8%
-1,738.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -3.1% | -4.6% | +1.5% | -2.4% |
| 3M | -14.4% | +5.6% | -20.1% | -15.4% |
| 6M | -19.5% | +13.8% | -33.3% | -21.4% |
| YTD | -13.8% | +31.9% | -45.6% | -17.7% |
| 1Y | -2.4% | +48.3% | -50.6% | -8.6% |
| 3Y | +21.3% | +167.1% | -145.9% | +2.5% |
| 5Y | +53.6% | +222.9% | -169.2% | +25.1% |
| 10Y | +220.1% | +289.9% | -69.8% | +140.6% |
| All | +2,318.1% | +4,056.8% | -1,738.7% | +1,244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling