+361.7%
BBWI vs BUD
+201.1%
+160.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | -5.2% | -5.7% | +0.5% | -2.1% |
| 3M | +11.1% | +3.1% | +8.0% | +9.3% |
| 6M | -13.4% | +7.9% | -21.2% | -17.1% |
| YTD | +0.1% | +27.3% | -27.2% | -12.5% |
| 1Y | -36.1% | +37.8% | -73.9% | -46.7% |
| 3Y | -44.1% | +49.8% | -93.9% | -56.8% |
| 5Y | -66.2% | +43.8% | -110.1% | -73.7% |
| 10Y | -54.8% | -22.6% | -32.1% | -57.1% |
| All | +361.7% | +201.1% | +160.6% | +72.9% |
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 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