+872.7%
AZN vs WCN
+6,623.4%
-5,750.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.6% | -3.1% | +1.6% | -1.0% |
| 30D | +1.1% | -3.4% | +4.4% | +1.7% |
| 3M | -12.1% | +3.0% | -15.1% | -12.6% |
| 6M | -17.1% | -3.8% | -13.4% | -16.7% |
| YTD | -12.0% | -8.3% | -3.7% | -10.8% |
| 1Y | -0.2% | -9.7% | +9.5% | +1.3% |
| 3Y | +26.8% | +17.2% | +9.6% | +22.7% |
| 5Y | +56.9% | +25.3% | +31.6% | +49.8% |
| 10Y | +226.7% | +235.4% | -8.6% | +167.5% |
| All | +872.7% | +6,623.4% | -5,750.6% | +493.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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