+27.3%
WAT vs BUD
+38.4%
-11.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.9% |
| 7D | -1.9% | +3.3% | -5.3% | -2.9% |
| 30D | +6.2% | +11.8% | -5.6% | +2.1% |
| 3M | +18.1% | -1.1% | +19.1% | +18.5% |
| 6M | +54.9% | +14.9% | +40.0% | +42.4% |
| YTD | +23.1% | +32.6% | -9.5% | +7.6% |
| 1Y | +27.3% | +37.2% | -9.9% | +8.7% |
| All | +27.3% | +38.4% | -11.1% | +8.7% |
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 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