+324.5%
WST vs BUD
-23.5%
+348.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.3% | +0.8% | -1.0% | -0.4% |
| 30D | -4.6% | -4.8% | +0.2% | -3.7% |
| 3M | +5.7% | +1.4% | +4.3% | +5.3% |
| 6M | +37.6% | +9.9% | +27.7% | +34.5% |
| YTD | +23.0% | +26.3% | -3.3% | +16.9% |
| 1Y | +33.8% | +36.1% | -2.3% | +25.2% |
| 3Y | -13.4% | +48.6% | -61.9% | -20.9% |
| 5Y | -27.0% | +45.0% | -72.0% | -33.8% |
| 10Y | +324.5% | -23.1% | +347.6% | +309.6% |
| All | +324.5% | -23.5% | +348.1% | +309.6% |
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