+90.0%
MDLZ vs WING
+679.4%
-589.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +1.7% | +9.0% | -7.4% | +1.0% |
| 30D | +11.2% | +39.9% | -28.8% | +8.4% |
| 3M | +6.1% | +40.4% | -34.3% | +3.3% |
| 6M | +8.6% | +12.9% | -4.3% | +6.9% |
| YTD | +25.8% | -31.1% | +56.9% | +27.7% |
| 1Y | +21.7% | -32.7% | +54.4% | +23.6% |
| 3Y | +5.8% | -19.8% | +25.6% | +1.3% |
| 5Y | +21.4% | +4.0% | +17.4% | +9.4% |
| All | +90.0% | +679.4% | -589.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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