+119.9%
NWSA vs BUD
+13.8%
+106.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -1.9% | +0.3% | -2.1% | -2.0% |
| 30D | +4.6% | -5.7% | +10.2% | +6.8% |
| 3M | +13.2% | +3.1% | +10.1% | +11.7% |
| 6M | +27.0% | +7.9% | +19.1% | +22.5% |
| YTD | +16.8% | +27.3% | -10.5% | +5.1% |
| 1Y | +4.5% | +37.8% | -33.3% | -9.0% |
| 3Y | +46.2% | +49.8% | -3.6% | +19.9% |
| 5Y | +40.9% | +43.8% | -2.9% | +15.6% |
| 10Y | +145.1% | -22.6% | +167.8% | +141.4% |
| All | +119.9% | +13.8% | +106.2% | +85.5% |
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