-13.5%
WDAY vs MDLZ
+22.7%
-36.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.6% |
| 7D | -1.2% | +8.9% | -10.1% | -2.1% |
| 30D | +6.8% | +15.2% | -8.4% | +5.5% |
| 3M | +17.8% | +9.5% | +8.3% | +16.9% |
| 6M | +57.8% | +11.7% | +46.1% | +56.0% |
| YTD | -6.0% | +28.4% | -34.5% | -3.8% |
| 1Y | -13.5% | +24.4% | -38.0% | -11.2% |
| All | -13.5% | +22.7% | -36.2% | -11.2% |
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