+197.2%
BUD vs WTW
+560.9%
-363.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.3% |
| 7D | +0.8% | -2.7% | +3.5% | +1.8% |
| 30D | -4.8% | -5.6% | +0.8% | -2.8% |
| 3M | +1.4% | +26.5% | -25.1% | -7.6% |
| 6M | +9.9% | +8.1% | +1.7% | +5.4% |
| YTD | +26.3% | -0.3% | +26.7% | +24.2% |
| 1Y | +36.1% | -0.9% | +37.0% | +33.8% |
| 3Y | +48.6% | +66.6% | -18.0% | +14.6% |
| 5Y | +45.0% | +54.0% | -9.0% | +14.2% |
| 10Y | -23.1% | +198.1% | -221.3% | -55.8% |
| All | +197.2% | +560.9% | -363.6% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling