+6.4%
YUM vs SW
+1.0%
+5.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -2.0% | -5.1% | +3.0% | -1.5% |
| 30D | -1.1% | -4.6% | +3.5% | -0.6% |
| 3M | +1.8% | +9.4% | -7.6% | +0.3% |
| 6M | -4.7% | +3.5% | -8.3% | -5.9% |
| YTD | +0.6% | +22.0% | -21.5% | -3.2% |
| 1Y | +6.4% | +2.2% | +4.2% | +4.8% |
| All | +6.4% | +1.0% | +5.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling