+2,063.3%
AZN vs WAT
+10,644.3%
-8,580.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -0.9% | -1.0% | +0.1% | -0.7% |
| 3M | -11.8% | +10.9% | -22.7% | -13.4% |
| 6M | -17.6% | +33.2% | -50.8% | -21.9% |
| YTD | -12.0% | +6.1% | -18.1% | -13.6% |
| 1Y | -0.9% | +30.2% | -31.1% | -5.9% |
| 3Y | +23.7% | +52.9% | -29.2% | +12.4% |
| 5Y | +54.5% | -5.1% | +59.7% | +50.1% |
| 10Y | +218.2% | +152.6% | +65.5% | +159.5% |
| All | +2,063.3% | +10,644.3% | -8,580.9% | +1,068.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling