+216.5%
AZN vs WST
+344.2%
-127.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.8% |
| 30D | +1.1% | -1.7% | +2.8% | +1.3% |
| 3M | -12.1% | +4.9% | -17.0% | -12.9% |
| 6M | -17.1% | +45.5% | -62.7% | -22.6% |
| YTD | -12.0% | +26.1% | -38.1% | -15.9% |
| 1Y | -0.2% | +31.7% | -31.9% | -5.6% |
| 3Y | +26.8% | -12.1% | +38.8% | +23.8% |
| 5Y | +56.9% | -23.6% | +80.5% | +55.6% |
| All | +216.5% | +344.2% | -127.7% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling