-21.4%
BBWI vs BUD
+49.6%
-70.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +12.9% | +6.7% | +6.2% | +10.3% |
| 3M | +16.0% | +5.7% | +10.3% | +13.7% |
| 6M | +16.6% | +5.8% | +10.8% | +14.3% |
| YTD | +9.7% | +34.4% | -24.7% | +0.7% |
| 1Y | +1.5% | +33.3% | -31.8% | -6.7% |
| 3Y | -21.4% | +48.8% | -70.2% | -29.5% |
| All | -21.4% | +49.6% | -70.9% | -29.5% |
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