+210.4%
YUM vs SW
+182.7%
+27.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.9% |
| 7D | +3.7% | +2.3% | +1.4% | +3.6% |
| 30D | +14.8% | +6.8% | +8.0% | +14.4% |
| 3M | +6.4% | -5.2% | +11.5% | +6.6% |
| 6M | +4.3% | +7.4% | -3.1% | +3.7% |
| YTD | +8.1% | +17.4% | -9.3% | +6.7% |
| 1Y | +11.3% | +27.1% | -15.8% | +9.5% |
| 3Y | +35.1% | +47.9% | -12.7% | +31.3% |
| 5Y | +39.9% | -2.6% | +42.4% | +36.7% |
| All | +210.4% | +182.7% | +27.7% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling