+506.2%
MDLZ vs WCC
+4,148.2%
-3,641.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.1% | -7.5% | -0.2% |
| 7D | +0.1% | -5.7% | +5.8% | +0.5% |
| 30D | +10.0% | -13.5% | +23.4% | +11.2% |
| 3M | +7.1% | -12.9% | +19.9% | +8.0% |
| 6M | +9.8% | -10.7% | +20.5% | +9.9% |
| YTD | +26.6% | +30.0% | -3.3% | +20.9% |
| 1Y | +20.3% | +24.7% | -4.4% | +15.3% |
| 3Y | +5.4% | +136.6% | -131.2% | -9.0% |
| 5Y | +22.2% | +143.9% | -121.7% | +2.5% |
| 10Y | +92.2% | +465.9% | -373.8% | +36.1% |
| All | +506.2% | +4,148.2% | -3,641.9% | +258.9% |
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