+35.1%
YUM vs SW
+39.0%
-3.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.9% |
| 7D | +3.7% | +2.3% | +1.4% | +3.5% |
| 30D | +14.8% | +6.8% | +8.0% | +14.1% |
| 3M | +6.4% | -5.2% | +11.5% | +6.7% |
| 6M | +4.3% | +7.4% | -3.1% | +3.2% |
| YTD | +8.1% | +17.4% | -9.3% | +5.7% |
| 1Y | +11.3% | +27.1% | -15.8% | +8.1% |
| 3Y | +35.1% | +47.9% | -12.7% | +28.9% |
| All | +35.1% | +39.0% | -3.9% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling