+145.0%
WFC vs AZN
+223.4%
-78.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.4% | -1.6% | +1.9% | +0.7% |
| 30D | +1.5% | +1.1% | +0.5% | +1.2% |
| 3M | +10.2% | -12.1% | +22.3% | +13.0% |
| 6M | +18.8% | -17.1% | +35.9% | +23.3% |
| YTD | -1.5% | -12.0% | +10.4% | +0.4% |
| 1Y | +13.5% | -0.2% | +13.8% | +11.8% |
| 3Y | +135.0% | +26.8% | +108.2% | +113.7% |
| 5Y | +130.1% | +56.9% | +73.2% | +94.4% |
| All | +145.0% | +223.4% | -78.5% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling