+5.8%
MDLZ vs WAT
+74.7%
-68.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | +11.2% | +5.0% | +6.2% | +10.8% |
| 3M | +6.1% | +14.5% | -8.3% | +5.1% |
| 6M | +8.6% | +30.9% | -22.4% | +6.4% |
| YTD | +25.8% | +20.5% | +5.4% | +23.8% |
| 1Y | +21.7% | +23.3% | -1.6% | +19.4% |
| 3Y | +5.8% | +81.5% | -75.7% | +1.2% |
| All | +5.8% | +74.7% | -68.9% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling