+502.4%
MDLZ vs WEC
+2,018.3%
-1,515.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.3% |
| 7D | +1.7% | -0.2% | +1.8% | +1.8% |
| 30D | +11.2% | +12.3% | -1.1% | +5.6% |
| 3M | +6.1% | +8.3% | -2.1% | +2.3% |
| 6M | +8.6% | +3.5% | +5.1% | +6.8% |
| YTD | +25.8% | +12.7% | +13.1% | +19.0% |
| 1Y | +21.7% | +8.2% | +13.5% | +17.2% |
| 3Y | +5.8% | +55.9% | -50.1% | -14.1% |
| 5Y | +21.4% | +51.2% | -29.8% | -1.0% |
| 10Y | +97.2% | +177.6% | -80.4% | +20.7% |
| All | +502.4% | +2,018.3% | -1,515.9% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling