+415.0%
BBWI vs BUD
+218.9%
+196.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.2% |
| 7D | -6.2% | +1.3% | -7.5% | -6.9% |
| 30D | +25.5% | +10.0% | +15.5% | +19.2% |
| 3M | +8.0% | +1.6% | +6.4% | +7.0% |
| 6M | +12.7% | +6.5% | +6.2% | +8.8% |
| YTD | +11.6% | +34.8% | -23.2% | -5.4% |
| 1Y | -0.9% | +36.5% | -37.4% | -16.8% |
| 3Y | -22.7% | +49.0% | -71.6% | -40.0% |
| 5Y | -67.2% | +51.7% | -118.9% | -75.1% |
| 10Y | -43.7% | -7.5% | -36.2% | -51.2% |
| All | +415.0% | +218.9% | +196.1% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling