+198.5%
WELL vs YUM
+20.4%
+178.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -2.2% | -5.2% | +3.0% | -0.6% |
| 30D | +4.7% | -0.1% | +4.8% | +4.6% |
| 3M | +11.9% | -4.3% | +16.2% | +13.2% |
| 6M | +14.3% | -8.7% | +23.0% | +17.1% |
| YTD | +28.4% | -3.5% | +31.9% | +28.9% |
| 1Y | +42.3% | +0.5% | +41.8% | +40.7% |
| All | +198.5% | +20.4% | +178.1% | +170.8% |
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 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