+90.8%
NWSA vs BUD
+18.7%
+72.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.2% |
| 30D | -11.3% | +6.7% | -18.0% | -13.6% |
| 3M | -8.1% | +5.9% | -13.9% | -10.2% |
| 6M | -0.7% | +5.1% | -5.7% | -3.0% |
| YTD | +1.3% | +32.9% | -31.5% | -10.5% |
| 1Y | -1.3% | +31.8% | -33.1% | -12.6% |
| 3Y | +28.4% | +47.4% | -19.0% | +6.1% |
| 5Y | +15.3% | +50.8% | -35.5% | -7.0% |
| 10Y | +142.7% | -5.1% | +147.8% | +118.8% |
| All | +90.8% | +18.7% | +72.0% | +58.0% |
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