+0.3%
WM vs YUM
+0.2%
+0.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -1.2% | -3.6% | +2.4% | -0.3% |
| 30D | -4.5% | +0.4% | -4.9% | -4.6% |
| 3M | -2.2% | -3.8% | +1.6% | -1.3% |
| 6M | -11.5% | -8.3% | -3.2% | -9.7% |
| YTD | -0.7% | -2.6% | +2.0% | -1.3% |
| 1Y | +0.3% | +1.5% | -1.2% | -2.0% |
| All | +0.3% | +0.2% | +0.1% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling