+5,400.3%
AZN vs WST
+11,276.6%
-5,876.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.3% | +4.9% | -6.2% | -2.2% |
| 30D | +18.3% | +10.7% | +7.6% | +16.0% |
| 3M | +16.3% | +16.8% | -0.5% | +12.7% |
| 6M | -0.1% | +32.0% | -32.1% | -5.6% |
| YTD | +1.3% | +49.9% | -48.6% | -7.2% |
| 1Y | +6.2% | +50.6% | -44.4% | -2.9% |
| 3Y | +53.9% | +21.4% | +32.4% | +39.2% |
| 5Y | +72.8% | -0.6% | +73.4% | +59.5% |
| 10Y | +332.8% | +449.4% | -116.6% | +166.3% |
| All | +5,400.3% | +11,276.6% | -5,876.3% | +1,959.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling