+120.8%
WFC vs AZN
+55.3%
+65.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.5% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | +2.3% | +0.6% | +1.7% | +2.1% |
| 3M | +9.8% | -10.8% | +20.5% | +11.6% |
| 6M | +15.6% | -18.1% | +33.7% | +19.4% |
| YTD | -2.4% | -12.3% | +9.8% | -1.0% |
| 1Y | +13.8% | -0.2% | +14.0% | +12.0% |
| 3Y | +134.6% | +23.4% | +111.3% | +114.4% |
| All | +120.8% | +55.3% | +65.4% | +84.2% |
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