+698.0%
WAT vs BUD
+201.1%
+496.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +2.3% | -5.7% | +8.0% | +4.5% |
| 3M | +8.7% | +3.1% | +5.6% | +7.2% |
| 6M | +28.3% | +7.9% | +20.4% | +24.2% |
| YTD | +7.8% | +27.3% | -19.6% | -2.3% |
| 1Y | +36.6% | +37.8% | -1.2% | +20.0% |
| 3Y | +45.7% | +49.8% | -4.2% | +22.2% |
| 5Y | -3.3% | +43.8% | -47.1% | -18.9% |
| 10Y | +162.1% | -22.6% | +184.7% | +167.6% |
| All | +698.0% | +201.1% | +496.9% | +333.0% |
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