-5.3%
BURL vs BBWI
+2.4%
-7.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.1% | +3.6% | +7.4% |
| 7D | +10.4% | +8.8% | +1.6% | +9.9% |
| 30D | -4.9% | +34.8% | -39.8% | -6.4% |
| 3M | -29.8% | +12.9% | -42.7% | -30.4% |
| 6M | -16.5% | +29.6% | -46.0% | -17.8% |
| YTD | -10.5% | +20.8% | -31.3% | -10.9% |
| 1Y | -5.3% | +4.1% | -9.4% | -7.4% |
| All | -5.3% | +2.4% | -7.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling