+4,208.2%
YUM vs WST
+5,816.3%
-1,608.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -2.0% | +0.7% | -2.8% | -2.2% |
| 30D | -1.1% | -3.1% | +2.1% | -0.4% |
| 3M | +1.8% | +7.2% | -5.4% | -0.2% |
| 6M | -4.7% | +36.8% | -41.6% | -12.4% |
| YTD | +0.6% | +23.8% | -23.3% | -5.4% |
| 1Y | +6.4% | +37.8% | -31.4% | -2.9% |
| 3Y | +22.6% | -15.9% | +38.5% | +18.6% |
| 5Y | +26.0% | -25.8% | +51.8% | +22.7% |
| 10Y | +174.6% | +319.6% | -145.0% | +51.7% |
| All | +4,208.2% | +5,816.3% | -1,608.2% | +943.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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