+165.0%
W vs YUM
+263.7%
-98.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +6.5% | -1.7% | +8.1% | +7.7% |
| 30D | -6.2% | -0.8% | -5.4% | -6.1% |
| 3M | +48.9% | +1.5% | +47.4% | +45.4% |
| 6M | +31.2% | -6.1% | +37.3% | +35.2% |
| YTD | -0.4% | -0.2% | -0.2% | -2.3% |
| 1Y | +14.8% | +2.5% | +12.4% | +9.7% |
| 3Y | +40.5% | +24.6% | +15.9% | +12.4% |
| 5Y | -62.1% | +25.7% | -87.8% | -69.2% |
| 10Y | +141.5% | +179.7% | -38.2% | +19.6% |
| All | +165.0% | +263.7% | -98.7% | +8.8% |
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