+26.1%
AZN vs WM
+46.8%
-20.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +0.7% | -2.4% | +3.1% | +1.4% |
| 3M | -10.5% | +0.4% | -10.9% | -10.8% |
| 6M | -19.3% | -9.5% | -9.8% | -17.2% |
| YTD | -10.6% | +0.5% | -11.1% | -11.1% |
| 1Y | +0.5% | -1.1% | +1.6% | +0.3% |
| All | +26.1% | +46.8% | -20.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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