+2.4%
MDLZ vs WETO
-99.4%
+101.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | -0.1% |
| 7D | +1.9% | -4.3% | +6.2% | +1.9% |
| 30D | +0.4% | -39.9% | +40.3% | +1.2% |
| 3M | -0.6% | -97.9% | +97.3% | -0.1% |
| 6M | +14.7% | -95.0% | +109.8% | +15.2% |
| YTD | +18.0% | -97.2% | +115.1% | +18.2% |
| 1Y | +4.1% | -98.9% | +103.0% | +4.3% |
| All | +2.4% | -99.4% | +101.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 5y: compounded portfolio wealth divided by compounded WETO 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…
5y analysis · Full analysis span regression · 6 months rolling