+20.3%
YUM vs WING
-29.7%
+50.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | -0.1% | -0.5% | +0.4% | -0.2% |
| 3M | -4.3% | -23.9% | +19.6% | -2.2% |
| 6M | -8.7% | -48.9% | +40.2% | -3.5% |
| YTD | -3.5% | -53.3% | +49.9% | +2.3% |
| 1Y | +0.5% | -60.3% | +60.8% | +7.7% |
| All | +20.3% | -29.7% | +50.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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