-45.3%
BBWI vs BUD
-4.3%
-41.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -4.2% | +6.0% | -10.3% | -7.3% |
| 30D | +24.9% | +11.3% | +13.6% | +17.7% |
| 3M | +13.2% | +3.6% | +9.7% | +11.0% |
| 6M | +12.1% | +7.7% | +4.4% | +7.5% |
| YTD | +11.1% | +36.4% | -25.3% | -6.9% |
| 1Y | +0.7% | +37.8% | -37.1% | -16.3% |
| 3Y | -23.8% | +51.2% | -75.0% | -41.9% |
| 5Y | -66.9% | +53.4% | -120.3% | -75.4% |
| 10Y | -45.3% | -3.2% | -42.1% | -62.2% |
| All | -45.3% | -4.3% | -41.0% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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