+104.5%
MDLZ vs WSM
+1,113.6%
-1,009.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | -0.1% |
| 30D | +8.2% | +4.6% | +3.6% | +7.7% |
| 3M | +8.0% | +2.4% | +5.5% | +7.7% |
| 6M | +9.7% | +43.7% | -33.9% | +5.7% |
| YTD | +26.9% | +42.1% | -15.2% | +22.0% |
| 1Y | +20.9% | +32.3% | -11.3% | +17.0% |
| 3Y | +5.3% | +253.0% | -247.7% | -12.0% |
| 5Y | +21.4% | +161.3% | -139.9% | +3.1% |
| All | +104.5% | +1,113.6% | -1,009.0% | +31.9% |
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