+17.8%
YUM vs WPM
+267.3%
-249.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -6.1% | -0.6% | -5.5% | -6.0% |
| 30D | -5.8% | +14.4% | -20.2% | -6.6% |
| 3M | -7.6% | +37.0% | -44.6% | -9.3% |
| 6M | -9.1% | +4.1% | -13.3% | -9.7% |
| YTD | -5.5% | +31.7% | -37.2% | -8.1% |
| 1Y | -3.7% | +44.2% | -47.9% | -7.2% |
| 3Y | +17.8% | +265.5% | -247.7% | +2.2% |
| All | +17.8% | +267.3% | -249.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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