+1,188.5%
WDC vs YUM
+171.3%
+1,017.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.7% |
| 7D | -4.3% | -6.1% | +1.8% | -0.6% |
| 30D | -1.5% | -5.8% | +4.3% | +1.6% |
| 3M | -15.5% | -7.6% | -7.9% | -12.6% |
| 6M | +66.5% | -9.1% | +75.6% | +72.9% |
| YTD | +159.9% | -5.5% | +165.4% | +162.9% |
| 1Y | +366.0% | -3.7% | +369.7% | +358.9% |
| 3Y | +1,285.8% | +17.8% | +1,268.0% | +1,036.8% |
| 5Y | +925.6% | +19.3% | +906.3% | +723.5% |
| All | +1,188.5% | +171.3% | +1,017.2% | +487.5% |
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