+257.2%
WSM vs BUD
+49.6%
+207.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | +5.1% | +6.7% | -1.6% | +3.3% |
| 3M | +5.1% | +5.7% | -0.6% | +3.5% |
| 6M | +48.6% | +5.8% | +42.8% | +46.1% |
| YTD | +44.2% | +34.4% | +9.8% | +34.0% |
| 1Y | +38.1% | +33.3% | +4.8% | +28.4% |
| 3Y | +257.2% | +48.8% | +208.4% | +203.7% |
| All | +257.2% | +49.6% | +207.6% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling