+454.2%
MDLZ vs WELL
+3,592.5%
-3,138.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | -2.1% | -0.1% | -2.0% | -2.1% |
| 3M | +1.3% | +18.0% | -16.7% | -2.6% |
| 6M | +6.2% | +15.0% | -8.8% | +2.5% |
| YTD | +15.8% | +28.6% | -12.8% | +8.8% |
| 1Y | +4.1% | +42.9% | -38.8% | -4.7% |
| 3Y | -4.1% | +203.0% | -207.1% | -26.9% |
| 5Y | +13.4% | +206.9% | -193.5% | -14.9% |
| 10Y | +75.7% | +339.5% | -263.7% | +13.8% |
| All | +454.2% | +3,592.5% | -3,138.2% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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