+165.5%
YUM vs BBWI
-55.0%
+220.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -3.0% |
| 7D | -6.1% | -4.8% | -1.2% | -5.5% |
| 30D | -5.8% | +3.5% | -9.3% | -6.5% |
| 3M | -7.6% | -0.3% | -7.3% | -8.1% |
| 6M | -9.1% | -5.4% | -3.8% | -9.6% |
| YTD | -5.5% | -4.7% | -0.8% | -6.5% |
| 1Y | -3.7% | -30.5% | +26.8% | -1.1% |
| 3Y | +17.8% | -44.3% | +62.1% | +20.5% |
| 5Y | +19.3% | -66.9% | +86.1% | +28.9% |
| All | +165.5% | -55.0% | +220.5% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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