+5.3%
MDLZ vs WSM
+271.0%
-265.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +3.1% | -0.9% | +2.1% |
| 30D | +10.1% | +8.5% | +1.6% | +10.0% |
| 3M | +9.1% | +4.6% | +4.5% | +9.0% |
| 6M | +10.0% | +44.5% | -34.6% | +9.4% |
| YTD | +26.8% | +48.4% | -21.6% | +26.0% |
| 1Y | +22.5% | +36.2% | -13.7% | +21.8% |
| 3Y | +5.3% | +268.8% | -263.5% | +0.3% |
| All | +5.3% | +271.0% | -265.8% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling