+149.4%
EWT vs YUM
+19.0%
+130.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.3% |
| 7D | -1.1% | -6.1% | +4.9% | +0.4% |
| 30D | +4.5% | -5.8% | +10.3% | +5.8% |
| 3M | +8.3% | -7.6% | +15.9% | +9.9% |
| 6M | +54.2% | -9.1% | +63.4% | +57.1% |
| YTD | +74.6% | -5.5% | +80.1% | +75.3% |
| 1Y | +84.9% | -3.7% | +88.6% | +84.0% |
| 3Y | +197.5% | +17.8% | +179.7% | +168.5% |
| All | +149.4% | +19.0% | +130.5% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 5y: compounded portfolio wealth divided by compounded YUM 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…
5y analysis · Full analysis span regression · 6 months rolling