+106.1%
MDLZ vs WWD
+468.3%
-362.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.0% | +3.7% | -4.7% | -1.7% |
| 30D | +7.9% | +1.8% | +6.1% | +7.4% |
| 3M | +8.9% | -5.0% | +13.9% | +9.4% |
| 6M | +10.5% | -8.4% | +18.9% | +11.1% |
| YTD | +27.1% | +12.3% | +14.9% | +22.4% |
| 1Y | +20.9% | +26.2% | -5.3% | +13.7% |
| 3Y | +5.5% | +154.6% | -149.0% | -15.9% |
| 5Y | +22.2% | +195.3% | -173.0% | -7.6% |
| 10Y | +106.1% | +466.3% | -360.2% | +28.3% |
| All | +106.1% | +468.3% | -362.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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