+11.4%
WBD vs YUM
+171.3%
-159.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.5% |
| 7D | -0.7% | -6.1% | +5.3% | +2.4% |
| 30D | +1.4% | -5.8% | +7.2% | +4.3% |
| 3M | +4.4% | -7.6% | +12.0% | +7.8% |
| 6M | +0.8% | -9.1% | +10.0% | +4.5% |
| YTD | -2.7% | -5.5% | +2.8% | -1.6% |
| 1Y | +73.4% | -3.7% | +77.1% | +72.6% |
| 3Y | +142.1% | +17.8% | +124.3% | +114.3% |
| 5Y | +7.2% | +19.3% | -12.0% | -6.5% |
| All | +11.4% | +171.3% | -159.9% | -25.1% |
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 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