-15.1%
WST vs BUD
+50.7%
-65.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | -3.1% | -5.7% | +2.5% | -2.0% |
| 3M | +7.2% | +3.1% | +4.1% | +6.3% |
| 6M | +36.8% | +7.9% | +28.9% | +33.7% |
| YTD | +23.8% | +27.3% | -3.5% | +16.6% |
| 1Y | +37.8% | +37.8% | 0.0% | +27.4% |
| All | -15.1% | +50.7% | -65.8% | -23.7% |
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