+136.7%
NWSA vs BUD
-22.8%
+159.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -4.8% | -3.2% | -1.5% | -3.6% |
| 30D | +3.0% | -3.7% | +6.6% | +4.3% |
| 3M | +9.3% | -4.4% | +13.7% | +10.9% |
| 6M | +23.2% | +7.7% | +15.5% | +19.0% |
| YTD | +13.3% | +23.1% | -9.7% | +3.7% |
| 1Y | +2.9% | +33.6% | -30.7% | -9.0% |
| 3Y | +43.3% | +44.7% | -1.4% | +19.7% |
| 5Y | +40.9% | +44.9% | -4.1% | +15.8% |
| All | +136.7% | -22.8% | +159.5% | +117.7% |
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