+1,079.7%
WMB vs YUM
+4,229.6%
-3,149.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +0.8% | -1.7% | +2.5% | +1.4% |
| 30D | +7.7% | -0.8% | +8.5% | +7.7% |
| 3M | +6.7% | +1.5% | +5.3% | +5.6% |
| 6M | +3.6% | -6.1% | +9.7% | +5.2% |
| YTD | +28.0% | -0.2% | +28.2% | +26.8% |
| 1Y | +37.6% | +2.5% | +35.1% | +34.4% |
| 3Y | +149.0% | +24.6% | +124.4% | +122.7% |
| 5Y | +285.3% | +25.7% | +259.7% | +239.8% |
| 10Y | +302.1% | +179.7% | +122.4% | +161.6% |
| All | +1,079.7% | +4,229.6% | -3,149.9% | +320.8% |
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 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