+221.9%
BURL vs BWA
+94.2%
+127.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -1.6% | +4.3% | -5.8% | -3.3% |
| 30D | -7.7% | -13.0% | +5.3% | -2.4% |
| 3M | -31.7% | -24.8% | -6.8% | -23.4% |
| 6M | -15.2% | -23.5% | +8.4% | -6.6% |
| YTD | -15.9% | +13.8% | -29.8% | -24.8% |
| 1Y | -14.2% | +13.4% | -27.6% | -23.4% |
| 3Y | +93.5% | +62.8% | +30.8% | +41.5% |
| 5Y | -9.9% | +28.5% | -38.4% | -28.8% |
| All | +221.9% | +94.2% | +127.7% | +117.9% |
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