+684.0%
AZN vs WTW
+1,102.0%
-418.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -5.7% | +4.2% | 0.0% |
| 30D | +1.1% | -7.3% | +8.3% | +3.1% |
| 3M | -12.1% | +21.5% | -33.6% | -16.8% |
| 6M | -17.1% | +9.6% | -26.8% | -19.8% |
| YTD | -12.0% | -3.3% | -8.7% | -12.2% |
| 1Y | -0.2% | -6.1% | +5.9% | +0.2% |
| 3Y | +26.8% | +61.8% | -35.1% | +8.2% |
| 5Y | +56.9% | +42.7% | +14.2% | +37.0% |
| 10Y | +226.7% | +197.2% | +29.5% | +124.3% |
| All | +684.0% | +1,102.0% | -418.0% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling