+216.5%
AZN vs WMB
+307.8%
-91.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.2% |
| 7D | -1.6% | -1.0% | -0.5% | -1.4% |
| 30D | +1.1% | -0.4% | +1.5% | +1.0% |
| 3M | -12.1% | +3.2% | -15.3% | -12.7% |
| 6M | -17.1% | +0.1% | -17.2% | -17.4% |
| YTD | -12.0% | +23.9% | -35.8% | -15.3% |
| 1Y | -0.2% | +27.6% | -27.8% | -4.6% |
| 3Y | +26.8% | +141.9% | -115.1% | +8.0% |
| 5Y | +56.9% | +273.8% | -216.9% | +24.0% |
| All | +216.5% | +307.8% | -91.3% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling