+216.5%
AZN vs WTW
+198.0%
+18.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -5.7% | +4.2% | -0.2% |
| 30D | +1.1% | -7.3% | +8.3% | +2.8% |
| 3M | -12.1% | +21.5% | -33.6% | -16.2% |
| 6M | -17.1% | +9.6% | -26.8% | -19.4% |
| YTD | -12.0% | -3.3% | -8.7% | -12.0% |
| 1Y | -0.2% | -6.1% | +5.9% | +0.4% |
| 3Y | +26.8% | +61.8% | -35.1% | +9.2% |
| 5Y | +56.9% | +42.7% | +14.2% | +37.8% |
| All | +216.5% | +198.0% | +18.5% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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