+454.2%
MDLZ vs WAB
+4,418.6%
-3,964.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | -2.1% | -4.4% | +2.3% | -1.4% |
| 3M | +1.3% | +7.9% | -6.5% | -0.3% |
| 6M | +6.2% | +8.7% | -2.5% | +4.2% |
| YTD | +15.8% | +33.0% | -17.2% | +9.7% |
| 1Y | +4.1% | +46.7% | -42.5% | -3.2% |
| 3Y | -4.1% | +153.0% | -157.1% | -19.9% |
| 5Y | +13.4% | +222.3% | -208.9% | -10.0% |
| 10Y | +75.7% | +291.0% | -215.2% | +27.7% |
| All | +454.2% | +4,418.6% | -3,964.4% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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