+53.6%
AZN vs WST
-27.5%
+81.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | -3.1% | -4.3% | +1.2% | -2.6% |
| 3M | -14.4% | +0.7% | -15.2% | -14.6% |
| 6M | -19.5% | +36.0% | -55.5% | -22.6% |
| YTD | -13.8% | +22.7% | -36.5% | -16.2% |
| 1Y | -2.4% | +34.1% | -36.5% | -6.3% |
| 3Y | +21.3% | -13.6% | +34.8% | +19.3% |
| 5Y | +53.6% | -26.0% | +79.6% | +54.9% |
| All | +53.6% | -27.5% | +81.2% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling