+297.5%
WBD vs YUM
+1,062.3%
-764.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | -0.6% | -5.2% | +4.6% | +1.9% |
| 30D | +4.2% | -0.1% | +4.3% | +4.0% |
| 3M | +7.5% | -4.3% | +11.8% | +9.0% |
| 6M | +1.6% | -8.7% | +10.3% | +4.9% |
| YTD | -2.2% | -3.5% | +1.3% | -2.0% |
| 1Y | +124.9% | +0.5% | +124.4% | +120.4% |
| 3Y | +149.1% | +20.5% | +128.6% | +122.1% |
| 5Y | +7.8% | +21.8% | -14.0% | -4.4% |
| 10Y | +14.9% | +176.5% | -161.6% | -32.1% |
| All | +297.5% | +1,062.3% | -764.8% | +14.8% |
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