+310.4%
WM vs YUM
+174.3%
+136.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -1.2% | -3.6% | +2.4% | +0.1% |
| 30D | -4.5% | +0.4% | -4.9% | -4.7% |
| 3M | -2.2% | -3.8% | +1.6% | -1.2% |
| 6M | -11.5% | -8.3% | -3.2% | -9.2% |
| YTD | -0.7% | -2.6% | +2.0% | -0.5% |
| 1Y | +0.3% | +1.5% | -1.2% | -1.1% |
| 3Y | +44.2% | +21.6% | +22.6% | +31.3% |
| 5Y | +51.6% | +23.5% | +28.1% | +35.8% |
| 10Y | +310.4% | +178.9% | +131.5% | +184.8% |
| All | +310.4% | +174.3% | +136.1% | +184.8% |
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 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