+21.4%
MDLZ vs WSM
+182.7%
-161.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +3.1% | -0.9% | +2.0% |
| 30D | +10.1% | +8.5% | +1.6% | +9.6% |
| 3M | +9.1% | +4.6% | +4.5% | +8.8% |
| 6M | +10.0% | +44.5% | -34.6% | +7.6% |
| YTD | +26.8% | +48.4% | -21.6% | +23.7% |
| 1Y | +22.5% | +36.2% | -13.7% | +20.0% |
| 3Y | +5.3% | +268.8% | -263.5% | -7.7% |
| 5Y | +21.4% | +185.2% | -163.8% | +6.1% |
| All | +21.4% | +182.7% | -161.3% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling