+135.0%
WFC vs YUM
+17.9%
+117.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | +0.4% | -6.1% | +6.4% | +1.5% |
| 30D | +1.5% | -5.8% | +7.4% | +2.6% |
| 3M | +10.2% | -7.6% | +17.8% | +11.6% |
| 6M | +18.8% | -9.1% | +27.9% | +20.6% |
| YTD | -1.5% | -5.5% | +4.0% | -1.2% |
| 1Y | +13.5% | -3.7% | +17.3% | +13.3% |
| 3Y | +135.0% | +17.8% | +117.2% | +118.2% |
| All | +135.0% | +17.9% | +117.1% | +118.2% |
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