+78.1%
MDLZ vs WST
+322.7%
-244.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.7% | +0.7% | -2.5% | -1.9% |
| 30D | -2.1% | -3.1% | +1.0% | -1.6% |
| 3M | +1.3% | +7.2% | -5.9% | 0.0% |
| 6M | +6.2% | +36.8% | -30.6% | +0.4% |
| YTD | +15.8% | +23.8% | -8.1% | +11.1% |
| 1Y | +4.1% | +37.8% | -33.6% | -2.3% |
| 3Y | -4.1% | -15.9% | +11.8% | -5.2% |
| 5Y | +13.4% | -25.8% | +39.2% | +14.0% |
| All | +78.1% | +322.7% | -244.5% | -1.4% |
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