+1,035.3%
YUM vs WU
-22.3%
+1,057.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | -3.6% | -4.9% | +1.4% | -2.1% |
| 30D | +0.4% | -1.3% | +1.7% | +0.7% |
| 3M | -3.8% | -3.6% | -0.2% | -4.0% |
| 6M | -8.3% | -24.3% | +16.1% | -1.7% |
| YTD | -2.6% | -21.1% | +18.4% | +2.8% |
| 1Y | +1.5% | -10.3% | +11.8% | +2.1% |
| 3Y | +21.6% | -28.4% | +49.9% | +29.0% |
| 5Y | +23.5% | -51.2% | +74.7% | +45.1% |
| 10Y | +178.9% | -39.6% | +218.6% | +194.1% |
| All | +1,035.3% | -22.3% | +1,057.6% | +912.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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