+12.0%
SHW vs YUM
+19.0%
-7.0%
-42.5%
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% | +2.9% |
| 7D | -3.1% | -6.1% | +2.9% | -0.2% |
| 30D | -10.0% | -5.8% | -4.2% | -7.5% |
| 3M | +2.3% | -7.6% | +9.9% | +5.7% |
| 6M | +0.7% | -9.1% | +9.8% | +4.9% |
| YTD | +0.5% | -5.5% | +6.0% | +2.6% |
| 1Y | -11.5% | -3.7% | -7.8% | -10.7% |
| 3Y | +21.3% | +17.8% | +3.5% | +6.6% |
| All | +12.0% | +19.0% | -7.0% | -2.9% |
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