+2,561.7%
WMT vs YUM
+4,087.9%
-1,526.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | -5.2% | +2.7% | -1.2% |
| 30D | -6.4% | -0.1% | -6.3% | -6.5% |
| 3M | -12.1% | -4.3% | -7.8% | -11.4% |
| 6M | -15.0% | -8.7% | -6.2% | -13.3% |
| YTD | -4.5% | -3.5% | -1.0% | -4.1% |
| 1Y | +6.2% | +0.5% | +5.7% | +5.5% |
| 3Y | +99.9% | +20.5% | +79.4% | +88.1% |
| 5Y | +131.4% | +21.8% | +109.6% | +115.9% |
| 10Y | +433.2% | +176.5% | +256.7% | +291.7% |
| All | +2,561.7% | +4,087.9% | -1,526.2% | +736.8% |
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