+20.0%
YUM vs WSM
+175.3%
-155.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -6.1% | -0.5% | -5.5% | -6.0% |
| 30D | -5.8% | -7.7% | +1.9% | -5.1% |
| 3M | -7.6% | +3.8% | -11.4% | -8.1% |
| 6M | -9.1% | +22.7% | -31.8% | -11.2% |
| YTD | -5.5% | +28.0% | -33.5% | -8.2% |
| 1Y | -3.7% | +12.7% | -16.4% | -5.4% |
| 3Y | +17.8% | +231.3% | -213.5% | -1.6% |
| All | +20.0% | +175.3% | -155.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling