+302.1%
WDAY vs MDLZ
+203.5%
+98.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | -1.7% | -2.6% | -3.7% |
| 30D | +14.7% | -2.1% | +16.8% | +15.9% |
| 3M | +32.4% | +1.3% | +31.1% | +32.0% |
| 6M | +36.9% | +6.2% | +30.7% | +33.1% |
| YTD | -8.8% | +15.8% | -24.6% | -15.3% |
| 1Y | -15.3% | +4.1% | -19.4% | -17.8% |
| 3Y | -21.2% | -4.1% | -17.1% | -22.5% |
| 5Y | -29.5% | +13.4% | -42.9% | -36.6% |
| 10Y | +120.0% | +75.7% | +44.3% | +61.4% |
| All | +302.1% | +203.5% | +98.6% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling