+502.4%
MDLZ vs WCC
+3,828.8%
-3,326.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.4% |
| 7D | +1.7% | -14.7% | +16.4% | +3.2% |
| 30D | +11.2% | -20.1% | +31.2% | +13.4% |
| 3M | +6.1% | -21.2% | +27.3% | +8.2% |
| 6M | +8.6% | -19.2% | +27.7% | +9.8% |
| YTD | +25.8% | +20.2% | +5.6% | +21.2% |
| 1Y | +21.7% | +14.5% | +7.2% | +17.7% |
| 3Y | +5.8% | +115.1% | -109.3% | -7.7% |
| 5Y | +21.4% | +121.5% | -100.1% | +2.9% |
| 10Y | +97.2% | +468.1% | -370.9% | +39.5% |
| All | +502.4% | +3,828.8% | -3,326.4% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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