+165.5%
YUM vs WAT
+170.9%
-5.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.6% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -5.8% | -1.9% | -3.9% | -5.5% |
| 3M | -7.6% | +13.5% | -21.1% | -11.1% |
| 6M | -9.1% | +37.2% | -46.4% | -17.8% |
| YTD | -5.5% | +7.5% | -13.0% | -8.7% |
| 1Y | -3.7% | +35.0% | -38.7% | -13.3% |
| 3Y | +17.8% | +55.1% | -37.3% | -3.1% |
| 5Y | +19.3% | -2.8% | +22.1% | +13.2% |
| All | +165.5% | +170.9% | -5.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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