-10.0%
BURL vs BWA
+13.5%
-23.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -1.0% |
| 7D | +5.9% | -2.4% | +8.3% | +6.1% |
| 30D | -8.3% | -17.7% | +9.4% | -5.9% |
| 3M | -31.6% | -27.0% | -4.7% | -28.7% |
| 6M | -16.6% | -17.3% | +0.7% | -14.8% |
| YTD | -12.1% | +12.9% | -24.9% | -17.2% |
| 1Y | -10.0% | +12.9% | -22.9% | -15.5% |
| All | -10.0% | +13.5% | -23.4% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling