+106.1%
MDLZ vs WST
+452.9%
-346.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | +7.9% | +12.4% | -4.4% | +5.8% |
| 3M | +8.9% | +17.6% | -8.7% | +6.0% |
| 6M | +10.5% | +28.3% | -17.8% | +5.8% |
| YTD | +27.1% | +50.5% | -23.4% | +18.1% |
| 1Y | +20.9% | +49.4% | -28.5% | +12.4% |
| 3Y | +5.5% | +21.9% | -16.3% | -3.3% |
| 5Y | +22.2% | +0.4% | +21.9% | +15.2% |
| 10Y | +106.1% | +451.5% | -345.4% | +7.0% |
| All | +106.1% | +452.9% | -346.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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