+282.6%
WDAY vs MDLZ
+205.2%
+77.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.1% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +3.7% | -1.6% | +5.3% | +4.5% |
| 3M | +29.6% | +0.9% | +28.7% | +29.4% |
| 6M | +23.3% | +7.3% | +16.0% | +19.4% |
| YTD | -13.3% | +16.4% | -29.7% | -19.6% |
| 1Y | -19.6% | +3.0% | -22.6% | -21.6% |
| 3Y | -25.7% | -3.7% | -22.0% | -27.0% |
| 5Y | -31.6% | +15.6% | -47.2% | -39.0% |
| 10Y | +109.9% | +79.0% | +31.0% | +52.9% |
| All | +282.6% | +205.2% | +77.3% | +155.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling