-26.6%
WDAY vs YUM
+20.4%
-47.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -10.5% | -5.2% | -5.4% | -9.7% |
| 30D | +2.1% | -0.1% | +2.2% | +2.2% |
| 3M | +34.6% | -4.3% | +38.9% | +35.7% |
| 6M | +29.9% | -8.7% | +38.6% | +31.9% |
| YTD | -13.8% | -3.5% | -10.3% | -13.8% |
| 1Y | -18.3% | +0.5% | -18.7% | -19.1% |
| All | -26.6% | +20.4% | -47.0% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling