-63.8%
WBD vs BUD
+1.7%
-65.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.4% |
| 7D | -13.9% | +1.2% | -15.1% | -14.7% |
| 30D | -7.6% | +9.3% | -16.8% | -13.2% |
| 3M | -28.3% | +4.9% | -33.1% | -30.6% |
| 6M | -22.3% | -3.6% | -18.8% | -20.4% |
| YTD | +6.9% | +0.6% | +6.3% | +5.5% |
| 1Y | -6.2% | +12.3% | -18.5% | -14.1% |
| All | -63.8% | +1.7% | -65.6% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling