+4,522.1%
YUM vs SWK
+477.8%
+4,044.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.1% |
| 7D | +2.1% | +10.7% | -8.6% | -1.4% |
| 30D | +11.1% | +33.3% | -22.3% | +0.8% |
| 3M | +7.3% | +14.7% | -7.4% | +2.1% |
| 6M | +6.9% | +48.5% | -41.6% | -7.3% |
| YTD | +7.9% | +63.9% | -56.0% | -10.5% |
| 1Y | +10.0% | +80.4% | -70.4% | -11.9% |
| 3Y | +36.7% | +58.1% | -21.4% | +8.4% |
| 5Y | +40.2% | -24.5% | +64.7% | +39.0% |
| 10Y | +210.6% | +29.5% | +181.2% | +130.9% |
| All | +4,522.1% | +477.8% | +4,044.2% | +1,662.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling