-57.4%
BBWI vs BUD
-24.2%
-33.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -5.1% |
| 7D | -4.4% | -1.3% | -3.1% | -3.7% |
| 30D | -7.4% | -6.1% | -1.2% | -4.1% |
| 3M | -2.2% | -3.8% | +1.5% | -0.1% |
| 6M | -16.3% | +8.2% | -24.5% | -20.0% |
| YTD | -9.1% | +23.6% | -32.7% | -19.4% |
| 1Y | -34.5% | +33.4% | -67.9% | -44.5% |
| 3Y | -47.0% | +45.3% | -92.3% | -58.6% |
| 5Y | -68.8% | +44.3% | -113.1% | -76.0% |
| 10Y | -57.4% | -22.8% | -34.6% | -69.1% |
| All | -57.4% | -24.2% | -33.2% | -69.1% |
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