+1,102.8%
WM vs BUD
+201.1%
+901.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | +0.4% | +3.1% | -2.7% | -0.5% |
| 6M | -9.5% | +7.9% | -17.4% | -11.7% |
| YTD | +0.5% | +27.3% | -26.8% | -6.2% |
| 1Y | -1.1% | +37.8% | -38.9% | -9.8% |
| 3Y | +46.0% | +49.8% | -3.8% | +28.5% |
| 5Y | +51.8% | +43.8% | +8.0% | +32.4% |
| 10Y | +307.5% | -22.6% | +330.1% | +305.9% |
| All | +1,102.8% | +201.1% | +901.7% | +640.1% |
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