+4,674.2%
AZN vs WST
+9,236.3%
-4,562.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -0.9% | -4.6% | +3.8% | +0.1% |
| 3M | -11.8% | +5.7% | -17.5% | -12.9% |
| 6M | -17.6% | +37.6% | -55.2% | -23.1% |
| YTD | -12.0% | +23.0% | -35.1% | -16.2% |
| 1Y | -0.9% | +33.8% | -34.7% | -7.4% |
| 3Y | +23.7% | -13.4% | +37.0% | +19.9% |
| 5Y | +54.5% | -27.0% | +81.5% | +52.0% |
| 10Y | +218.2% | +324.5% | -106.4% | +106.0% |
| All | +4,674.2% | +9,236.3% | -4,562.1% | +1,759.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling