-2.0%
WST vs BUD
+48.8%
-50.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.3% | +2.2% |
| 7D | -3.1% | +4.5% | -7.6% | -4.3% |
| 30D | +9.1% | +12.5% | -3.4% | +5.5% |
| 3M | +14.7% | 0.0% | +14.7% | +14.4% |
| 6M | +28.0% | +3.8% | +24.2% | +26.0% |
| YTD | +45.6% | +33.1% | +12.6% | +33.0% |
| 1Y | +45.7% | +35.5% | +10.2% | +32.2% |
| 3Y | +21.1% | +49.4% | -28.3% | +5.5% |
| All | -2.0% | +48.8% | -50.8% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling