+4,070.4%
YUM vs BBWI
+524.4%
+3,546.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -1.1% |
| 7D | -3.6% | -4.4% | +0.9% | -2.7% |
| 30D | +0.4% | -7.4% | +7.8% | +1.6% |
| 3M | -3.8% | -2.2% | -1.6% | -4.2% |
| 6M | -8.3% | -16.3% | +8.0% | -6.7% |
| YTD | -2.6% | -9.1% | +6.5% | -3.3% |
| 1Y | +1.5% | -34.5% | +36.0% | +6.6% |
| 3Y | +21.6% | -47.0% | +68.5% | +26.4% |
| 5Y | +23.5% | -68.8% | +92.4% | +38.3% |
| 10Y | +178.9% | -57.4% | +236.3% | +139.2% |
| All | +4,070.4% | +524.4% | +3,546.1% | +1,195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling