+26.4%
AZN vs WAT
+52.2%
-25.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -3.1% | -2.9% | -0.2% | -2.6% |
| 30D | +0.6% | -3.2% | +3.8% | +1.1% |
| 3M | -10.8% | +10.6% | -21.4% | -12.5% |
| 6M | -18.1% | +34.0% | -52.2% | -22.8% |
| YTD | -12.3% | +5.7% | -18.0% | -13.6% |
| 1Y | -0.2% | +37.1% | -37.3% | -6.3% |
| All | +26.4% | +52.2% | -25.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 3y: compounded portfolio wealth divided by compounded WAT 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…
3y analysis · Full analysis span regression · 6 months rolling