+916.1%
WDC vs AZN
+55.9%
+860.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -4.3% | -1.6% | -2.8% | -4.1% |
| 30D | -1.5% | +1.1% | -2.5% | -1.9% |
| 3M | -15.5% | -12.1% | -3.4% | -14.0% |
| 6M | +66.5% | -17.1% | +83.6% | +72.2% |
| YTD | +159.9% | -12.0% | +171.8% | +163.4% |
| 1Y | +366.0% | -0.2% | +366.2% | +354.3% |
| 3Y | +1,285.8% | +26.8% | +1,259.0% | +1,133.5% |
| All | +916.1% | +55.9% | +860.2% | +757.6% |
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