+26.4%
AZN vs WWD
+164.0%
-137.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | -3.1% | -2.9% | -0.3% | -2.7% |
| 30D | +0.6% | -6.6% | +7.2% | +1.4% |
| 3M | -10.8% | -9.3% | -1.5% | -10.0% |
| 6M | -18.1% | -13.6% | -4.5% | -17.0% |
| YTD | -12.3% | +10.4% | -22.6% | -14.0% |
| 1Y | -0.2% | +39.9% | -40.1% | -5.8% |
| All | +26.4% | +164.0% | -137.7% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling