+676.8%
GWW vs BUD
-3.2%
+680.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +3.7% | -1.6% | +5.3% | +4.1% |
| 30D | +13.6% | +6.7% | +6.9% | +11.6% |
| 3M | +15.4% | +5.9% | +9.5% | +13.4% |
| 6M | +21.8% | +5.1% | +16.7% | +19.7% |
| YTD | +50.0% | +32.9% | +17.2% | +38.0% |
| 1Y | +60.2% | +31.8% | +28.4% | +47.6% |
| 3Y | +94.4% | +47.4% | +47.0% | +71.0% |
| 5Y | +221.8% | +50.8% | +171.0% | +175.8% |
| All | +676.8% | -3.2% | +680.0% | +589.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling