+454.2%
MDLZ vs WSM
+4,171.4%
-3,717.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -1.7% | -3.3% | +1.5% | -1.4% |
| 30D | -2.1% | -8.4% | +6.3% | -1.1% |
| 3M | +1.3% | +9.7% | -8.3% | +0.1% |
| 6M | +6.2% | +16.7% | -10.5% | +4.0% |
| YTD | +15.8% | +28.7% | -12.9% | +11.9% |
| 1Y | +4.1% | +13.7% | -9.5% | +1.9% |
| 3Y | -4.1% | +230.1% | -234.2% | -20.4% |
| 5Y | +13.4% | +179.0% | -165.6% | -6.2% |
| 10Y | +75.7% | +1,002.5% | -926.8% | +14.5% |
| All | +454.2% | +4,171.4% | -3,717.1% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling