+1,126.6%
WFC vs YUM
+4,124.8%
-2,998.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +3.0% |
| 7D | +0.4% | -3.6% | +4.0% | +2.1% |
| 30D | +2.5% | +0.4% | +2.1% | +2.0% |
| 3M | +10.0% | -3.8% | +13.8% | +11.2% |
| 6M | +15.1% | -8.3% | +23.3% | +18.7% |
| YTD | -2.2% | -2.6% | +0.4% | -2.2% |
| 1Y | +13.5% | +1.5% | +11.9% | +10.9% |
| 3Y | +135.2% | +21.6% | +113.6% | +107.6% |
| 5Y | +128.3% | +23.5% | +104.8% | +98.9% |
| 10Y | +142.4% | +178.9% | -36.6% | +44.7% |
| All | +1,126.6% | +4,124.8% | -2,998.2% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling