+4,208.2%
YUM vs SWK
+372.3%
+3,835.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | -1.1% | -5.7% | +4.6% | +0.7% |
| 3M | +1.8% | +24.1% | -22.3% | -6.0% |
| 6M | -4.7% | +24.7% | -29.5% | -12.9% |
| YTD | +0.6% | +33.9% | -33.4% | -10.6% |
| 1Y | +6.4% | +34.7% | -28.3% | -6.2% |
| 3Y | +22.6% | +15.3% | +7.3% | +8.2% |
| 5Y | +26.0% | -39.3% | +65.2% | +34.3% |
| 10Y | +174.6% | +2.5% | +172.1% | +121.3% |
| All | +4,208.2% | +372.3% | +3,835.9% | +1,660.7% |
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 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