+4,033.9%
YUM vs WSM
+5,647.3%
-1,613.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -0.1% | -10.7% | +10.6% | +1.9% |
| 3M | -4.3% | +8.5% | -12.8% | -5.9% |
| 6M | -8.7% | +19.6% | -28.4% | -12.1% |
| YTD | -3.5% | +26.6% | -30.1% | -8.2% |
| 1Y | +0.5% | +12.0% | -11.5% | -2.5% |
| 3Y | +20.5% | +226.6% | -206.1% | -8.2% |
| 5Y | +21.8% | +174.1% | -152.3% | -7.4% |
| 10Y | +176.5% | +1,052.9% | -876.4% | +46.9% |
| All | +4,033.9% | +5,647.3% | -1,613.4% | +1,222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling