+502.4%
MDLZ vs WWD
+2,680.7%
-2,178.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.7% |
| 7D | +1.7% | +4.2% | -2.5% | +0.9% |
| 30D | +11.2% | -2.1% | +13.3% | +11.3% |
| 3M | +6.1% | -13.2% | +19.3% | +8.1% |
| 6M | +8.6% | -16.9% | +25.4% | +10.9% |
| YTD | +25.8% | +5.2% | +20.6% | +23.1% |
| 1Y | +21.7% | +20.6% | +1.1% | +16.1% |
| 3Y | +5.8% | +146.3% | -140.5% | -11.9% |
| 5Y | +21.4% | +171.3% | -149.9% | -1.8% |
| 10Y | +97.2% | +471.3% | -374.1% | +35.3% |
| All | +502.4% | +2,680.7% | -2,178.3% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling