+2,374.3%
YUM vs WTW
+1,102.0%
+1,272.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.1% | -5.7% | -0.3% | -4.2% |
| 30D | -5.8% | -7.3% | +1.4% | -3.4% |
| 3M | -7.6% | +21.5% | -29.1% | -13.7% |
| 6M | -9.1% | +9.6% | -18.8% | -12.6% |
| YTD | -5.5% | -3.3% | -2.2% | -5.6% |
| 1Y | -3.7% | -6.1% | +2.4% | -2.8% |
| 3Y | +17.8% | +61.8% | -44.0% | -2.6% |
| 5Y | +19.3% | +42.7% | -23.4% | +2.0% |
| 10Y | +170.7% | +197.2% | -26.5% | +78.2% |
| All | +2,374.3% | +1,102.0% | +1,272.2% | +1,135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling