+112.2%
WDAY vs MDLZ
+86.5%
+25.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -5.2% | +1.9% | -7.0% | -5.9% |
| 30D | +5.9% | +0.4% | +5.5% | +5.9% |
| 3M | +42.3% | -0.6% | +42.9% | +42.9% |
| 6M | +34.7% | +14.7% | +20.0% | +26.8% |
| YTD | -13.5% | +18.0% | -31.5% | -20.4% |
| 1Y | -18.1% | +4.1% | -22.2% | -20.5% |
| 3Y | -26.4% | -4.6% | -21.8% | -27.2% |
| 5Y | -30.6% | +18.4% | -48.9% | -39.7% |
| All | +112.2% | +86.5% | +25.7% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling