+87.9%
MDLZ vs WSM
+997.3%
-909.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | 0.0% | +2.6% | -2.7% | -0.3% |
| 30D | +1.4% | -9.3% | +10.7% | +2.4% |
| 3M | 0.0% | +7.1% | -7.1% | -0.7% |
| 6M | +9.1% | +21.7% | -12.6% | +6.8% |
| YTD | +17.9% | +28.7% | -10.8% | +14.6% |
| 1Y | +3.2% | +13.9% | -10.6% | +1.4% |
| 3Y | -2.5% | +232.2% | -234.7% | -18.0% |
| 5Y | +17.6% | +176.4% | -158.8% | -1.1% |
| 10Y | +87.9% | +1,072.4% | -984.5% | +27.4% |
| All | +87.9% | +997.3% | -909.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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