+914.9%
WM vs YUM
+4,562.8%
-3,648.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | -3.7% | +4.4% | +1.8% |
| 30D | +13.8% | +9.2% | +4.6% | +11.1% |
| 3M | +6.4% | +11.2% | -4.8% | +3.1% |
| 6M | +13.2% | +7.7% | +5.5% | +10.5% |
| YTD | +10.8% | +7.5% | +3.3% | +7.9% |
| 1Y | +20.2% | +8.3% | +11.8% | +16.8% |
| 3Y | +46.5% | +34.8% | +11.6% | +32.8% |
| 5Y | +61.3% | +41.6% | +19.7% | +43.3% |
| 10Y | +324.8% | +215.3% | +109.5% | +199.5% |
| All | +914.9% | +4,562.8% | -3,648.0% | +243.7% |
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