-10.7%
BURL vs BBWI
-66.0%
+55.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.3% |
| 30D | -28.2% | -5.2% | -23.0% | -27.2% |
| 3M | -17.6% | +11.1% | -28.7% | -21.9% |
| 6M | -11.8% | -13.4% | +1.6% | -10.0% |
| YTD | -8.1% | +0.1% | -8.2% | -12.1% |
| 1Y | -12.0% | -36.1% | +24.2% | -0.7% |
| 3Y | +63.3% | -44.1% | +107.4% | +81.2% |
| All | -10.7% | -66.0% | +55.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling