+15.7%
BWA vs BUD
+38.4%
-22.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -3.4% |
| 7D | -9.9% | +3.3% | -13.2% | -10.8% |
| 30D | -16.4% | +11.8% | -28.2% | -19.7% |
| 3M | -19.8% | -1.1% | -18.8% | -19.3% |
| 6M | -10.0% | +14.9% | -24.9% | -17.2% |
| YTD | +12.7% | +32.6% | -19.8% | -6.5% |
| 1Y | +15.7% | +37.2% | -21.5% | -7.9% |
| All | +15.7% | +38.4% | -22.7% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling