+502.4%
MDLZ vs WST
+7,803.1%
-7,300.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | +1.7% | -3.1% | +4.8% | +2.3% |
| 30D | +11.2% | +9.1% | +2.1% | +9.2% |
| 3M | +6.1% | +14.7% | -8.5% | +3.2% |
| 6M | +8.6% | +28.0% | -19.4% | +3.1% |
| YTD | +25.8% | +45.6% | -19.8% | +15.9% |
| 1Y | +21.7% | +45.7% | -24.0% | +11.9% |
| 3Y | +5.8% | +21.1% | -15.3% | -4.7% |
| 5Y | +21.4% | +0.3% | +21.1% | +11.2% |
| 10Y | +97.2% | +449.0% | -351.8% | +15.9% |
| All | +502.4% | +7,803.1% | -7,300.7% | +99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling