+1,231.1%
WM vs BUD
+219.3%
+1,011.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +0.7% |
| 7D | +4.5% | +7.1% | -2.7% | +2.6% |
| 30D | +16.1% | +12.7% | +3.4% | +12.6% |
| 3M | +8.0% | 0.0% | +8.0% | +7.9% |
| 6M | +8.4% | +7.6% | +0.8% | +6.1% |
| YTD | +11.2% | +35.0% | -23.8% | +2.1% |
| 1Y | +22.3% | +37.6% | -15.2% | +11.7% |
| 3Y | +50.2% | +51.5% | -1.3% | +32.0% |
| 5Y | +63.3% | +50.2% | +13.0% | +41.1% |
| 10Y | +355.0% | -7.2% | +362.3% | +329.1% |
| All | +1,231.1% | +219.3% | +1,011.8% | +706.3% |
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