+3,694.7%
YUM vs WCN
+6,623.4%
-2,928.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | -3.1% | -2.9% | -5.4% |
| 30D | -5.8% | -3.4% | -2.4% | -5.1% |
| 3M | -7.6% | +3.0% | -10.6% | -8.4% |
| 6M | -9.1% | -3.8% | -5.4% | -8.6% |
| YTD | -5.5% | -8.3% | +2.8% | -4.1% |
| 1Y | -3.7% | -9.7% | +6.0% | -1.9% |
| 3Y | +17.8% | +17.2% | +0.6% | +12.7% |
| 5Y | +19.3% | +25.3% | -6.0% | +12.0% |
| 10Y | +170.7% | +235.4% | -64.6% | +107.1% |
| All | +3,694.7% | +6,623.4% | -2,928.7% | +1,917.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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