+231.4%
WAT vs BUD
-4.5%
+235.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +9.0% | +7.4% | +1.6% | +6.3% |
| 3M | +13.5% | +4.3% | +9.2% | +11.5% |
| 6M | +35.3% | +5.3% | +30.0% | +32.1% |
| YTD | +24.0% | +33.2% | -9.3% | +12.2% |
| 1Y | +22.0% | +31.8% | -9.8% | +10.7% |
| 3Y | +84.0% | +47.8% | +36.2% | +59.6% |
| 5Y | +34.4% | +50.2% | -15.8% | +14.7% |
| 10Y | +231.4% | -4.8% | +236.2% | +193.8% |
| All | +231.4% | -4.5% | +235.9% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling