+430.1%
AZN vs WU
-22.3%
+452.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.7% |
| 7D | -2.9% | -4.9% | +2.0% | -1.7% |
| 30D | -3.1% | -1.3% | -1.8% | -2.9% |
| 3M | -14.4% | -3.6% | -10.9% | -14.6% |
| 6M | -19.5% | -24.3% | +4.8% | -15.0% |
| YTD | -13.8% | -21.1% | +7.3% | -10.0% |
| 1Y | -2.4% | -10.3% | +7.9% | -1.7% |
| 3Y | +21.3% | -28.4% | +49.6% | +27.1% |
| 5Y | +53.6% | -51.2% | +104.8% | +74.2% |
| 10Y | +220.1% | -39.6% | +259.8% | +228.5% |
| All | +430.1% | -22.3% | +452.4% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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