+4,678.0%
AZN vs WSM
+44,536.9%
-39,858.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | +1.1% | -7.7% | +8.8% | +1.8% |
| 3M | -12.1% | +3.8% | -15.9% | -12.6% |
| 6M | -17.1% | +22.7% | -39.8% | -19.0% |
| YTD | -12.0% | +28.0% | -40.0% | -14.5% |
| 1Y | -0.2% | +12.7% | -12.9% | -2.0% |
| 3Y | +26.8% | +231.3% | -204.5% | +9.1% |
| 5Y | +56.9% | +177.2% | -120.3% | +34.7% |
| 10Y | +226.7% | +1,065.8% | -839.0% | +130.1% |
| All | +4,678.0% | +44,536.9% | -39,858.8% | +2,153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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