+4,070.4%
YUM vs WAB
+2,823.9%
+1,246.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | +0.4% | -4.6% | +4.9% | +1.6% |
| 3M | -3.8% | +5.6% | -9.4% | -5.6% |
| 6M | -8.3% | +13.8% | -22.1% | -12.0% |
| YTD | -2.6% | +31.9% | -34.5% | -10.3% |
| 1Y | +1.5% | +48.3% | -46.8% | -9.5% |
| 3Y | +21.6% | +167.1% | -145.6% | -8.6% |
| 5Y | +23.5% | +222.9% | -199.4% | -12.6% |
| 10Y | +178.9% | +289.9% | -111.0% | +75.8% |
| All | +4,070.4% | +2,823.9% | +1,246.6% | +1,380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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