+180.8%
YUM vs WING
+407.0%
-226.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.7% | -0.1% | -1.5% | -1.7% |
| 30D | -0.8% | -6.0% | +5.2% | -0.2% |
| 3M | +1.5% | -23.5% | +24.9% | +5.1% |
| 6M | -6.1% | -52.0% | +45.9% | +4.2% |
| YTD | -0.2% | -53.8% | +53.6% | +10.3% |
| 1Y | +2.5% | -63.8% | +66.3% | +17.5% |
| 3Y | +24.6% | -30.8% | +55.4% | +20.5% |
| 5Y | +25.7% | -34.3% | +59.9% | +16.9% |
| 10Y | +179.7% | +352.4% | -172.7% | +75.4% |
| All | +180.8% | +407.0% | -226.2% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling