-10.4%
BURL vs BWA
+14.3%
-24.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -0.8% | +1.7% | -2.5% | -1.1% |
| 30D | -4.4% | -14.6% | +10.2% | -2.5% |
| 3M | -28.6% | -26.2% | -2.3% | -25.7% |
| 6M | -12.3% | -18.4% | +6.1% | -10.2% |
| YTD | -11.3% | +14.7% | -25.9% | -16.5% |
| 1Y | -10.4% | +13.3% | -23.8% | -15.6% |
| All | -10.4% | +14.3% | -24.7% | -15.6% |
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