+699.2%
YUM vs SW
+755.0%
-55.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -2.0% | -5.1% | +3.0% | -1.9% |
| 30D | -1.1% | -4.6% | +3.5% | -1.0% |
| 3M | +1.8% | +9.4% | -7.6% | +1.4% |
| 6M | -4.7% | +3.5% | -8.3% | -5.0% |
| YTD | +0.6% | +22.0% | -21.5% | -0.3% |
| 1Y | +6.4% | +2.2% | +4.2% | +6.0% |
| 3Y | +22.6% | +19.6% | +3.0% | +21.1% |
| 5Y | +26.0% | -2.3% | +28.3% | +24.2% |
| 10Y | +174.6% | +181.4% | -6.7% | +162.9% |
| All | +699.2% | +755.0% | -55.8% | +658.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling