+155.2%
W vs YUM
+171.3%
-16.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.8% |
| 7D | -0.9% | -6.1% | +5.2% | +4.2% |
| 30D | -4.2% | -5.8% | +1.6% | -0.1% |
| 3M | +26.9% | -7.6% | +34.5% | +32.7% |
| 6M | +31.2% | -9.1% | +40.4% | +39.3% |
| YTD | -1.8% | -5.5% | +3.7% | 0.0% |
| 1Y | +9.3% | -3.7% | +13.0% | +8.5% |
| 3Y | +33.2% | +17.8% | +15.4% | +5.0% |
| 5Y | -62.4% | +19.3% | -81.7% | -70.0% |
| All | +155.2% | +171.3% | -16.1% | +16.7% |
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