+20.3%
YUM vs WAT
+52.2%
-31.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -5.2% | -2.9% | -2.3% | -4.8% |
| 30D | -0.1% | -3.2% | +3.1% | +0.3% |
| 3M | -4.3% | +10.6% | -14.9% | -6.0% |
| 6M | -8.7% | +34.0% | -42.8% | -13.5% |
| YTD | -3.5% | +5.7% | -9.2% | -4.8% |
| 1Y | +0.5% | +37.1% | -36.6% | -5.5% |
| All | +20.3% | +52.2% | -31.9% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling