+304.7%
BWA vs BUD
+217.8%
+86.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | +4.3% | +1.0% | +3.2% | +3.7% |
| 30D | -13.0% | +6.7% | -19.7% | -16.2% |
| 3M | -24.8% | +5.7% | -30.5% | -27.5% |
| 6M | -23.5% | +5.8% | -29.3% | -26.7% |
| YTD | +13.8% | +34.4% | -20.6% | -3.6% |
| 1Y | +13.4% | +33.3% | -19.8% | -3.5% |
| 3Y | +62.8% | +48.8% | +13.9% | +26.6% |
| 5Y | +28.5% | +52.5% | -24.1% | -3.3% |
| 10Y | +95.4% | -4.0% | +99.3% | +73.2% |
| All | +304.7% | +217.8% | +86.9% | +60.4% |
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