+3,277.6%
WFC vs AZN
+4,448.6%
-1,171.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | +0.8% | -0.9% | +1.7% | +1.0% |
| 3M | +9.3% | -11.8% | +21.1% | +13.3% |
| 6M | +10.6% | -17.6% | +28.2% | +17.1% |
| YTD | -4.1% | -12.0% | +8.0% | -1.2% |
| 1Y | +13.6% | -0.9% | +14.4% | +11.6% |
| 3Y | +130.7% | +23.7% | +107.1% | +105.6% |
| 5Y | +126.7% | +54.5% | +72.2% | +83.2% |
| 10Y | +132.1% | +218.2% | -86.0% | +36.8% |
| All | +3,277.6% | +4,448.6% | -1,171.0% | +904.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling