+216.5%
AZN vs WWD
+498.2%
-281.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.1% |
| 7D | -1.6% | -2.6% | +1.0% | -1.2% |
| 30D | +1.1% | -6.9% | +8.0% | +2.1% |
| 3M | -12.1% | -13.0% | +0.9% | -10.5% |
| 6M | -17.1% | -12.5% | -4.7% | -15.9% |
| YTD | -12.0% | +11.8% | -23.8% | -14.2% |
| 1Y | -0.2% | +41.1% | -41.3% | -6.5% |
| 3Y | +26.8% | +163.1% | -136.3% | +6.1% |
| 5Y | +56.9% | +187.6% | -130.7% | +27.5% |
| All | +216.5% | +498.2% | -281.7% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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