-15.3%
WDAY vs MDLZ
+3.3%
-18.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | -4.4% | -1.7% | -2.6% | -4.3% |
| 30D | +14.7% | -2.1% | +16.8% | +14.9% |
| 3M | +32.4% | +1.3% | +31.1% | +32.6% |
| 6M | +36.9% | +6.2% | +30.7% | +39.5% |
| YTD | -8.8% | +15.8% | -24.6% | -6.4% |
| 1Y | -15.3% | +4.1% | -19.4% | -13.1% |
| All | -15.3% | +3.3% | -18.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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