+785.2%
YUM vs SW
+730.4%
+54.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +7.5% | +4.7% | +2.8% | +7.3% |
| 30D | +18.8% | +5.0% | +13.8% | +18.6% |
| 3M | +9.6% | -7.3% | +16.9% | +9.8% |
| 6M | +9.0% | +15.0% | -6.0% | +8.4% |
| YTD | +11.4% | +18.5% | -7.1% | +10.5% |
| 1Y | +13.3% | +27.1% | -13.8% | +12.2% |
| 3Y | +39.3% | +49.3% | -10.0% | +37.0% |
| 5Y | +44.2% | -1.6% | +45.8% | +42.2% |
| 10Y | +231.7% | +185.4% | +46.4% | +217.8% |
| All | +785.2% | +730.4% | +54.8% | +740.8% |
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 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