+4,535.0%
YUM vs WST
+7,151.3%
-2,616.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.9% |
| 7D | +0.1% | +4.2% | -4.1% | -0.9% |
| 30D | +10.0% | +11.2% | -1.2% | +7.1% |
| 3M | +7.5% | +20.4% | -12.9% | +2.6% |
| 6M | +8.8% | +37.9% | -29.1% | +0.2% |
| YTD | +8.2% | +51.8% | -43.6% | -3.3% |
| 1Y | +9.8% | +56.6% | -46.8% | -2.6% |
| 3Y | +36.4% | +24.2% | +12.2% | +19.2% |
| 5Y | +41.7% | +0.7% | +41.0% | +27.6% |
| 10Y | +217.5% | +456.3% | -238.7% | +63.2% |
| All | +4,535.0% | +7,151.3% | -2,616.3% | +967.7% |
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