+104.5%
MDLZ vs WAT
+223.8%
-119.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -0.4% | +2.0% | -2.4% | -0.8% |
| 30D | +8.2% | +7.7% | +0.5% | +6.5% |
| 3M | +8.0% | +11.1% | -3.1% | +5.5% |
| 6M | +9.7% | +31.2% | -21.5% | +3.3% |
| YTD | +26.9% | +21.7% | +5.2% | +20.3% |
| 1Y | +20.9% | +19.3% | +1.6% | +15.1% |
| 3Y | +5.3% | +80.6% | -75.3% | -13.0% |
| 5Y | +21.4% | +29.5% | -8.1% | +7.9% |
| All | +104.5% | +223.8% | -119.3% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling