+212.0%
YUM vs SW
+184.4%
+27.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.0% | +2.2% | -0.1% | +1.9% |
| 30D | +10.6% | +7.4% | +3.2% | +10.2% |
| 3M | +10.8% | -5.9% | +16.7% | +11.1% |
| 6M | +6.5% | +9.0% | -2.5% | +5.8% |
| YTD | +7.5% | +18.1% | -10.7% | +6.1% |
| 1Y | +10.2% | +28.7% | -18.5% | +8.3% |
| 3Y | +34.8% | +48.8% | -14.0% | +31.0% |
| 5Y | +40.0% | +2.5% | +37.6% | +36.5% |
| 10Y | +212.0% | +184.4% | +27.6% | +184.1% |
| All | +212.0% | +184.4% | +27.6% | +184.1% |
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