+507.1%
MDLZ vs WAB
+4,748.2%
-4,241.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | +2.2% | +4.0% | -1.8% | +1.5% |
| 30D | +10.1% | +6.3% | +3.8% | +8.9% |
| 3M | +9.1% | +3.3% | +5.8% | +8.3% |
| 6M | +10.0% | +14.5% | -4.5% | +7.0% |
| YTD | +26.8% | +42.7% | -15.8% | +18.6% |
| 1Y | +22.5% | +45.2% | -22.7% | +14.1% |
| 3Y | +5.3% | +173.8% | -168.5% | -13.3% |
| 5Y | +21.4% | +223.8% | -202.3% | -3.8% |
| 10Y | +102.0% | +280.5% | -178.5% | +47.6% |
| All | +507.1% | +4,748.2% | -4,241.1% | +200.5% |
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