-26.4%
WDAY vs MDLZ
-2.9%
-23.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -5.2% | +1.9% | -7.0% | -5.3% |
| 30D | +5.9% | +0.4% | +5.5% | +6.0% |
| 3M | +42.3% | -0.6% | +42.9% | +41.7% |
| 6M | +34.7% | +14.7% | +20.0% | +35.2% |
| YTD | -13.5% | +18.0% | -31.5% | -13.8% |
| 1Y | -18.1% | +4.1% | -22.2% | -17.7% |
| 3Y | -26.4% | -4.6% | -21.8% | -27.2% |
| All | -26.4% | -2.9% | -23.5% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling