+428.1%
WMT vs YUM
+171.3%
+256.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | 0.0% | -6.1% | +6.1% | +1.4% |
| 30D | -7.4% | -5.8% | -1.6% | -6.3% |
| 3M | -10.9% | -7.6% | -3.2% | -9.5% |
| 6M | -12.7% | -9.1% | -3.5% | -11.1% |
| YTD | -3.2% | -5.5% | +2.3% | -2.3% |
| 1Y | +5.3% | -3.7% | +9.0% | +5.6% |
| 3Y | +101.9% | +17.8% | +84.1% | +93.0% |
| 5Y | +134.6% | +19.3% | +115.3% | +122.3% |
| All | +428.1% | +171.3% | +256.8% | +347.5% |
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