+87.9%
MDLZ vs WCN
+235.4%
-147.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | 0.0% | -1.7% | +1.7% | +0.7% |
| 30D | +1.4% | -3.0% | +4.4% | +2.9% |
| 3M | 0.0% | +2.5% | -2.5% | -1.1% |
| 6M | +9.1% | -5.7% | +14.8% | +11.8% |
| YTD | +17.9% | -7.4% | +25.4% | +21.4% |
| 1Y | +3.2% | -8.6% | +11.8% | +6.8% |
| 3Y | -2.5% | +19.4% | -21.9% | -13.3% |
| 5Y | +17.6% | +27.2% | -9.6% | -0.8% |
| 10Y | +87.9% | +238.5% | -150.6% | -7.9% |
| All | +87.9% | +235.4% | -147.5% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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