+112.2%
WDAY vs YUM
+171.3%
-59.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.4% |
| 7D | -5.2% | -6.1% | +0.9% | -2.1% |
| 30D | +5.9% | -5.8% | +11.8% | +9.3% |
| 3M | +42.3% | -7.6% | +49.9% | +47.6% |
| 6M | +34.7% | -9.1% | +43.9% | +40.0% |
| YTD | -13.5% | -5.5% | -8.0% | -12.5% |
| 1Y | -18.1% | -3.7% | -14.4% | -18.4% |
| 3Y | -26.4% | +17.8% | -44.2% | -36.7% |
| 5Y | -30.6% | +19.3% | -49.9% | -41.0% |
| All | +112.2% | +171.3% | -59.1% | +8.3% |
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