-7.7%
WU vs BUD
+201.1%
-208.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -1.1% | -5.7% | +4.6% | +1.0% |
| 3M | -3.9% | +3.1% | -7.0% | -5.2% |
| 6M | -20.7% | +7.9% | -28.5% | -23.5% |
| YTD | -18.4% | +27.3% | -45.7% | -26.2% |
| 1Y | -8.1% | +37.8% | -45.9% | -19.5% |
| 3Y | -24.2% | +49.8% | -74.0% | -37.0% |
| 5Y | -50.4% | +43.8% | -94.3% | -58.9% |
| 10Y | -40.0% | -22.6% | -17.4% | -39.7% |
| All | -7.7% | +201.1% | -208.8% | -51.2% |
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