+4,921.1%
SHW vs YUM
+4,087.9%
+833.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -4.5% | -5.2% | +0.7% | -2.6% |
| 30D | -12.7% | -0.1% | -12.6% | -12.8% |
| 3M | +4.7% | -4.3% | +9.0% | +6.0% |
| 6M | -3.4% | -8.7% | +5.3% | -0.5% |
| YTD | -1.3% | -3.5% | +2.2% | -0.4% |
| 1Y | -10.4% | +0.5% | -10.8% | -11.0% |
| 3Y | +20.1% | +20.5% | -0.4% | +10.7% |
| 5Y | +10.5% | +21.8% | -11.3% | +1.3% |
| 10Y | +280.3% | +176.5% | +103.8% | +160.3% |
| All | +4,921.1% | +4,087.9% | +833.3% | +1,252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling