+20.0%
YUM vs NWSA
+40.0%
-20.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -2.8% | -3.3% | -5.4% |
| 30D | -5.8% | +3.0% | -8.9% | -6.5% |
| 3M | -7.6% | +12.3% | -19.9% | -10.2% |
| 6M | -9.1% | +21.9% | -31.0% | -13.5% |
| YTD | -5.5% | +13.6% | -19.1% | -8.7% |
| 1Y | -3.7% | +0.5% | -4.2% | -4.3% |
| 3Y | +17.8% | +43.8% | -26.0% | +6.0% |
| All | +20.0% | +40.0% | -20.0% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling