+3.6%
WBD vs AZN
+55.9%
-52.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.7% | -1.6% | +0.8% | -0.4% |
| 30D | +1.4% | +1.1% | +0.4% | +1.1% |
| 3M | +4.4% | -12.1% | +16.5% | +7.4% |
| 6M | +0.8% | -17.1% | +18.0% | +5.2% |
| YTD | -2.7% | -12.0% | +9.3% | -0.5% |
| 1Y | +73.4% | -0.2% | +73.6% | +70.5% |
| 3Y | +142.1% | +26.8% | +115.4% | +117.1% |
| All | +3.6% | +55.9% | -52.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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