+24.4%
MDLZ vs WAT
+32.9%
-8.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.5% |
| 7D | +8.9% | -1.9% | +10.9% | +8.9% |
| 30D | +15.2% | +6.2% | +9.0% | +15.2% |
| 3M | +9.5% | +18.1% | -8.6% | +9.5% |
| 6M | +11.7% | +54.9% | -43.2% | +11.9% |
| YTD | +28.4% | +23.1% | +5.3% | +26.2% |
| 1Y | +24.4% | +27.3% | -2.9% | +21.1% |
| All | +24.4% | +32.9% | -8.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling