+305.6%
WM vs BUD
-23.0%
+328.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.4% | -5.7% | +3.3% | -1.2% |
| 3M | +0.4% | +3.1% | -2.7% | -0.4% |
| 6M | -9.5% | +7.9% | -17.4% | -11.3% |
| YTD | +0.5% | +27.3% | -26.8% | -5.3% |
| 1Y | -1.1% | +37.8% | -38.9% | -8.5% |
| 3Y | +46.0% | +49.8% | -3.8% | +31.0% |
| 5Y | +51.8% | +43.8% | +8.0% | +35.1% |
| All | +305.6% | -23.0% | +328.7% | +285.7% |
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 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