+22.3%
MDLZ vs WWD
+25.3%
-2.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.8% |
| 7D | +0.1% | +4.2% | -4.1% | +0.2% |
| 30D | +10.0% | -0.8% | +10.8% | +10.0% |
| 3M | +7.1% | -8.2% | +15.2% | +7.2% |
| 6M | +9.8% | -9.8% | +19.7% | +9.2% |
| YTD | +26.6% | +10.4% | +16.2% | +24.6% |
| All | +22.3% | +25.3% | -2.9% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling