+263.8%
YUM vs NWSA
+122.3%
+141.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -3.6% | -3.1% | -0.5% | -2.7% |
| 30D | +0.4% | +4.3% | -3.9% | -0.8% |
| 3M | -3.8% | +9.2% | -13.0% | -6.4% |
| 6M | -8.3% | +21.6% | -29.9% | -13.7% |
| YTD | -2.6% | +14.2% | -16.9% | -7.1% |
| 1Y | +1.5% | +1.8% | -0.2% | +0.1% |
| 3Y | +21.6% | +44.4% | -22.9% | +6.7% |
| 5Y | +23.5% | +41.0% | -17.4% | +6.4% |
| 10Y | +178.9% | +150.0% | +28.9% | +82.8% |
| All | +263.8% | +122.3% | +141.5% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling