+3.4%
NWSA vs BUD
+33.8%
-30.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.5% | +2.5% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | -8.8% | +6.7% | -15.4% | -9.5% |
| 3M | -6.5% | +5.7% | -12.2% | -7.3% |
| 6M | +1.5% | +5.8% | -4.3% | +0.7% |
| YTD | +4.0% | +34.4% | -30.4% | -2.9% |
| 1Y | +3.4% | +33.3% | -29.8% | -3.1% |
| All | +3.4% | +33.8% | -30.3% | -3.1% |
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