+4,315.5%
AZN vs WWD
+15,097.2%
-10,781.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -0.9% | -6.4% | +5.6% | +0.1% |
| 3M | -11.8% | -5.6% | -6.2% | -11.4% |
| 6M | -17.6% | -9.1% | -8.5% | -16.8% |
| YTD | -12.0% | +12.5% | -24.6% | -14.3% |
| 1Y | -0.9% | +41.3% | -42.2% | -6.9% |
| 3Y | +23.7% | +170.2% | -146.6% | +3.9% |
| 5Y | +54.5% | +192.5% | -138.0% | +26.7% |
| 10Y | +218.2% | +476.9% | -258.7% | +124.5% |
| All | +4,315.5% | +15,097.2% | -10,781.8% | +2,367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling