+252.5%
BURL vs BWA
+95.2%
+157.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.4% |
| 7D | +5.9% | -2.4% | +8.3% | +6.8% |
| 30D | -8.3% | -17.7% | +9.4% | -0.7% |
| 3M | -31.6% | -27.0% | -4.7% | -22.5% |
| 6M | -16.6% | -17.3% | +0.7% | -11.5% |
| YTD | -12.1% | +12.9% | -24.9% | -21.1% |
| 1Y | -10.0% | +12.9% | -22.9% | -19.5% |
| 3Y | +94.3% | +62.1% | +32.2% | +42.3% |
| 5Y | -13.2% | +30.7% | -43.9% | -32.0% |
| 10Y | +252.5% | +89.2% | +163.3% | +140.7% |
| All | +252.5% | +95.2% | +157.3% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling