+39,072.8%
AZO vs WY
+706.0%
+38,366.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | -4.2% | +0.6% | -2.4% |
| 30D | -5.6% | -10.1% | +4.5% | -2.7% |
| 3M | -6.6% | -8.5% | +1.8% | -4.5% |
| 6M | -22.5% | -3.3% | -19.2% | -22.1% |
| YTD | -15.2% | -4.4% | -10.8% | -14.6% |
| 1Y | -33.9% | -11.5% | -22.5% | -32.2% |
| 3Y | +11.8% | -24.3% | +36.1% | +17.9% |
| 5Y | +85.5% | -21.3% | +106.8% | +90.5% |
| 10Y | +298.2% | +7.0% | +291.2% | +250.2% |
| All | +39,072.8% | +706.0% | +38,366.8% | +16,252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling