-3.7%
MDLZ vs WSM
+239.4%
-243.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | 0.0% | +2.6% | -2.5% | 0.0% |
| 30D | -1.6% | -9.5% | +7.9% | -1.4% |
| 3M | +0.9% | +12.9% | -12.0% | +0.8% |
| 6M | +7.3% | +23.0% | -15.7% | +7.1% |
| YTD | +16.4% | +28.9% | -12.5% | +16.0% |
| 1Y | +3.0% | +13.7% | -10.7% | +2.7% |
| 3Y | -3.7% | +232.6% | -236.3% | -5.9% |
| All | -3.7% | +239.4% | -243.1% | -5.9% |
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 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