+899.4%
WM vs YUM
+4,582.3%
-3,683.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | +2.1% | -2.5% | -1.1% |
| 30D | +13.3% | +11.1% | +2.2% | +10.0% |
| 3M | +4.4% | +7.3% | -2.9% | +2.2% |
| 6M | +10.8% | +6.9% | +3.9% | +8.4% |
| YTD | +9.1% | +7.9% | +1.2% | +6.2% |
| 1Y | +19.1% | +10.0% | +9.2% | +15.3% |
| 3Y | +45.7% | +36.7% | +8.9% | +31.6% |
| 5Y | +60.4% | +40.2% | +20.2% | +42.9% |
| 10Y | +328.7% | +210.6% | +118.1% | +203.4% |
| All | +899.4% | +4,582.3% | -3,683.0% | +238.0% |
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 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