+4,070.4%
YUM vs BWA
+1,338.7%
+2,731.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +0.4% | -5.6% | +5.9% | +1.6% |
| 3M | -3.8% | -10.7% | +6.9% | -1.4% |
| 6M | -8.3% | +23.2% | -31.5% | -14.5% |
| YTD | -2.6% | +46.0% | -48.6% | -14.2% |
| 1Y | +1.5% | +51.2% | -49.7% | -11.5% |
| 3Y | +21.6% | +69.6% | -48.0% | 0.0% |
| 5Y | +23.5% | +86.6% | -63.1% | -3.6% |
| 10Y | +178.9% | +152.3% | +26.6% | +86.4% |
| All | +4,070.4% | +1,338.7% | +2,731.7% | +1,507.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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