+165.5%
YUM vs NWSA
+149.4%
+16.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -6.1% | -2.8% | -3.3% | -5.3% |
| 30D | -5.8% | +3.0% | -8.9% | -6.6% |
| 3M | -7.6% | +12.3% | -19.9% | -10.7% |
| 6M | -9.1% | +21.9% | -31.0% | -14.3% |
| YTD | -5.5% | +13.6% | -19.1% | -9.4% |
| 1Y | -3.7% | +0.5% | -4.2% | -4.6% |
| 3Y | +17.8% | +43.8% | -26.0% | +4.3% |
| 5Y | +19.3% | +41.2% | -21.9% | +3.6% |
| All | +165.5% | +149.4% | +16.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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