-46.9%
BBWI vs BUD
+44.4%
-91.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.2% | -4.1% | -5.5% |
| 7D | -4.4% | -1.3% | -3.1% | -3.9% |
| 30D | -7.4% | -6.1% | -1.2% | -5.3% |
| 3M | -2.2% | -3.8% | +1.5% | -0.9% |
| 6M | -16.3% | +8.2% | -24.5% | -18.2% |
| YTD | -9.1% | +23.6% | -32.7% | -14.5% |
| 1Y | -34.5% | +33.4% | -67.9% | -39.7% |
| All | -46.9% | +44.4% | -91.4% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling