+51.6%
SW vs BUD
+48.8%
+2.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +2.9% |
| 7D | +12.1% | +3.3% | +8.7% | +10.6% |
| 30D | +6.6% | +11.8% | -5.3% | +2.0% |
| 3M | -6.0% | -1.1% | -4.9% | -5.9% |
| 6M | +21.5% | +14.9% | +6.6% | +14.8% |
| YTD | +20.3% | +32.6% | -12.3% | +9.0% |
| 1Y | +28.1% | +37.2% | -9.0% | +15.0% |
| All | +51.6% | +48.8% | +2.7% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling