+213.6%
YUM vs SWK
+17.8%
+195.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | +8.4% | +24.6% | -16.2% | +2.0% |
| 3M | +6.5% | +10.8% | -4.3% | +3.3% |
| 6M | +5.3% | +46.1% | -40.8% | -5.8% |
| YTD | +6.9% | +56.8% | -50.0% | -7.2% |
| 1Y | +8.7% | +72.7% | -64.0% | -8.3% |
| 3Y | +34.1% | +49.9% | -15.8% | +12.6% |
| 5Y | +39.9% | -30.9% | +70.8% | +50.4% |
| All | +213.6% | +17.8% | +195.7% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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