+507.1%
MDLZ vs WCN
+3,594.7%
-3,087.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.2% | +2.6% | -0.4% | +1.4% |
| 30D | +10.1% | +25.3% | -15.2% | +2.4% |
| 3M | +9.1% | +15.2% | -6.1% | +4.2% |
| 6M | +10.0% | +26.4% | -16.4% | +2.0% |
| YTD | +26.8% | +9.9% | +16.9% | +22.3% |
| 1Y | +22.5% | +16.2% | +6.3% | +16.1% |
| 3Y | +5.3% | +49.4% | -44.1% | -8.4% |
| 5Y | +21.4% | +46.2% | -24.7% | +5.5% |
| 10Y | +102.0% | +305.7% | -203.7% | +30.7% |
| All | +507.1% | +3,594.7% | -3,087.6% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling