+57.7%
AZN vs WY
-22.2%
+80.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -0.6% |
| 30D | +1.1% | -10.1% | +11.1% | +3.4% |
| 3M | -12.1% | -8.5% | -3.6% | -10.6% |
| 6M | -17.1% | -3.3% | -13.8% | -16.8% |
| YTD | -12.0% | -4.4% | -7.6% | -11.6% |
| 1Y | -0.2% | -11.5% | +11.3% | +1.9% |
| 3Y | +26.8% | -24.3% | +51.1% | +32.3% |
| All | +57.7% | -22.2% | +80.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling