+280.4%
SHW vs YUM
+171.3%
+109.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.9% |
| 7D | -3.1% | -6.1% | +2.9% | +0.1% |
| 30D | -10.0% | -5.8% | -4.2% | -7.4% |
| 3M | +2.3% | -7.6% | +9.9% | +6.0% |
| 6M | +0.7% | -9.1% | +9.8% | +5.2% |
| YTD | +0.5% | -5.5% | +6.0% | +2.8% |
| 1Y | -11.5% | -3.7% | -7.8% | -10.8% |
| 3Y | +21.3% | +17.8% | +3.5% | +7.4% |
| 5Y | +12.5% | +19.3% | -6.7% | -1.9% |
| All | +280.4% | +171.3% | +109.1% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling