+179.7%
YUM vs SWK
+0.7%
+179.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -0.8% | -8.9% | +8.1% | +1.6% |
| 3M | +1.5% | +20.5% | -19.0% | -4.2% |
| 6M | -6.1% | +27.1% | -33.2% | -13.2% |
| YTD | -0.2% | +30.2% | -30.4% | -8.7% |
| 1Y | +2.5% | +24.8% | -22.3% | -5.5% |
| 3Y | +24.6% | +16.3% | +8.3% | +12.4% |
| 5Y | +25.7% | -40.1% | +65.8% | +39.4% |
| 10Y | +179.7% | +0.8% | +178.9% | +126.3% |
| All | +179.7% | +0.7% | +179.0% | +126.3% |
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