+165.5%
YUM vs WTW
+198.0%
-32.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.1% | -5.7% | -0.3% | -3.8% |
| 30D | -5.8% | -7.3% | +1.4% | -2.9% |
| 3M | -7.6% | +21.5% | -29.1% | -14.8% |
| 6M | -9.1% | +9.6% | -18.8% | -13.2% |
| YTD | -5.5% | -3.3% | -2.2% | -5.5% |
| 1Y | -3.7% | -6.1% | +2.4% | -2.5% |
| 3Y | +17.8% | +61.8% | -44.0% | -7.5% |
| 5Y | +19.3% | +42.7% | -23.4% | -2.6% |
| All | +165.5% | +198.0% | -32.5% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling