+1.0%
YUM vs SWK
+22.8%
-21.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.7% |
| 7D | -4.0% | -4.6% | +0.5% | -3.6% |
| 30D | -0.1% | -9.9% | +9.8% | +1.0% |
| 3M | -4.3% | +15.4% | -19.7% | -6.3% |
| 6M | -8.7% | +25.0% | -33.7% | -12.0% |
| YTD | -3.1% | +27.2% | -30.4% | -7.4% |
| 1Y | +1.0% | +24.6% | -23.6% | -5.7% |
| All | +1.0% | +22.8% | -21.8% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling