+26.8%
AZN vs WCC
+129.8%
-103.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.2% | +0.2% |
| 7D | -1.6% | +1.4% | -2.9% | -1.6% |
| 30D | +1.1% | -2.3% | +3.3% | +1.1% |
| 3M | -12.1% | +3.7% | -15.8% | -12.5% |
| 6M | -17.1% | +34.8% | -51.9% | -19.4% |
| YTD | -12.0% | +46.1% | -58.1% | -14.9% |
| 1Y | -0.2% | +62.7% | -63.0% | -4.4% |
| 3Y | +26.8% | +133.6% | -106.8% | +12.9% |
| All | +26.8% | +129.8% | -103.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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