+4,753.5%
AZN vs WST
+9,297.7%
-4,544.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | +0.7% | -3.1% | +3.9% | +1.4% |
| 3M | -10.5% | +7.2% | -17.7% | -11.9% |
| 6M | -19.3% | +36.8% | -56.1% | -24.5% |
| YTD | -10.6% | +23.8% | -34.4% | -14.9% |
| 1Y | +0.5% | +37.8% | -37.3% | -6.7% |
| 3Y | +25.9% | -15.9% | +41.8% | +22.9% |
| 5Y | +52.4% | -25.8% | +78.2% | +49.4% |
| 10Y | +220.8% | +319.6% | -98.8% | +108.3% |
| All | +4,753.5% | +9,297.7% | -4,544.1% | +1,787.7% |
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