-10.3%
WU vs BUD
+217.8%
-228.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.9% |
| 7D | -2.0% | +1.0% | -3.0% | -2.4% |
| 30D | +11.4% | +6.7% | +4.7% | +8.8% |
| 3M | -6.8% | +5.7% | -12.5% | -8.7% |
| 6M | -14.6% | +5.8% | -20.4% | -16.6% |
| YTD | -20.6% | +34.4% | -55.0% | -29.7% |
| 1Y | -15.4% | +33.3% | -48.6% | -24.8% |
| 3Y | -23.6% | +48.8% | -72.4% | -36.2% |
| 5Y | -43.4% | +52.5% | -95.9% | -53.8% |
| 10Y | -38.8% | -4.0% | -34.8% | -43.8% |
| All | -10.3% | +217.8% | -228.1% | -53.5% |
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