-23.5%
BUD vs WTW
+198.0%
-221.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.6% | -5.7% | +3.1% | -0.7% |
| 30D | -1.2% | -7.3% | +6.0% | +1.3% |
| 3M | -4.9% | +21.5% | -26.4% | -11.5% |
| 6M | +9.3% | +9.6% | -0.4% | +4.7% |
| YTD | +24.0% | -3.3% | +27.3% | +23.5% |
| 1Y | +34.5% | -6.1% | +40.7% | +35.4% |
| 3Y | +43.7% | +61.8% | -18.2% | +12.6% |
| 5Y | +46.0% | +42.7% | +3.3% | +19.2% |
| All | -23.5% | +198.0% | -221.5% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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