+454.2%
MDLZ vs WCC
+4,611.0%
-4,156.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.7% |
| 7D | -1.7% | +4.5% | -6.2% | -2.2% |
| 30D | -2.1% | -5.8% | +3.7% | -1.6% |
| 3M | +1.3% | -3.7% | +5.0% | +1.2% |
| 6M | +6.2% | +23.1% | -16.9% | +2.8% |
| YTD | +15.8% | +44.2% | -28.4% | +9.9% |
| 1Y | +4.1% | +62.1% | -58.0% | -2.8% |
| 3Y | -4.1% | +121.1% | -125.2% | -16.1% |
| 5Y | +13.4% | +214.0% | -200.6% | -7.3% |
| 10Y | +75.7% | +472.8% | -397.0% | +25.0% |
| All | +454.2% | +4,611.0% | -4,156.8% | +226.2% |
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