+87.9%
MDLZ vs WEC
+141.2%
-53.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +1.4% | +0.9% | +0.5% | +0.9% |
| 3M | 0.0% | -5.3% | +5.3% | +2.6% |
| 6M | +9.1% | -6.6% | +15.7% | +12.6% |
| YTD | +17.9% | +3.3% | +14.7% | +15.8% |
| 1Y | +3.2% | +2.1% | +1.2% | +1.9% |
| 3Y | -2.5% | +39.6% | -42.1% | -18.1% |
| 5Y | +17.6% | +31.2% | -13.6% | +0.8% |
| 10Y | +87.9% | +148.4% | -60.5% | +12.9% |
| All | +87.9% | +141.2% | -53.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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