+140.5%
WBD vs BUD
+201.1%
-60.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +8.8% | -5.7% | +14.4% | +11.4% |
| 3M | +4.6% | +3.1% | +1.5% | +2.8% |
| 6M | +1.1% | +7.9% | -6.8% | -3.2% |
| YTD | -2.0% | +27.3% | -29.3% | -13.1% |
| 1Y | +140.0% | +37.8% | +102.2% | +104.4% |
| 3Y | +144.4% | +49.8% | +94.5% | +96.7% |
| 5Y | -0.2% | +43.8% | -44.0% | -18.5% |
| 10Y | +9.1% | -22.6% | +31.7% | +6.6% |
| All | +140.5% | +201.1% | -60.6% | +10.7% |
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 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