-26.6%
WDAY vs AZN
+27.6%
-54.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -10.5% | -3.1% | -7.4% | -10.3% |
| 30D | +2.1% | +0.6% | +1.5% | +2.1% |
| 3M | +34.6% | -10.8% | +45.4% | +35.7% |
| 6M | +29.9% | -18.1% | +48.0% | +31.7% |
| YTD | -13.8% | -12.3% | -1.6% | -14.0% |
| 1Y | -18.3% | -0.2% | -18.1% | -20.1% |
| All | -26.6% | +27.6% | -54.2% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling