+5,471.3%
AZN vs WM
+3,424.5%
+2,046.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | +17.3% | +13.7% | +3.6% | +14.2% |
| 3M | +15.3% | +5.2% | +10.1% | +14.1% |
| 6M | +2.1% | +11.2% | -9.0% | -0.2% |
| YTD | +2.6% | +9.4% | -6.8% | +0.5% |
| 1Y | +7.9% | +20.4% | -12.5% | +3.5% |
| 3Y | +55.8% | +44.7% | +11.2% | +43.6% |
| 5Y | +63.0% | +58.5% | +4.5% | +46.7% |
| 10Y | +343.2% | +326.4% | +16.8% | +228.3% |
| All | +5,471.3% | +3,424.5% | +2,046.8% | +3,160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling