-15.9%
BURL vs BWA
+26.5%
-42.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.7% |
| 7D | +4.1% | -5.5% | +9.5% | +6.3% |
| 30D | -9.5% | -21.7% | +12.3% | -0.4% |
| 3M | -33.5% | -25.6% | -7.9% | -25.7% |
| 6M | -22.1% | -17.4% | -4.7% | -17.8% |
| YTD | -14.6% | +9.2% | -23.8% | -23.2% |
| 1Y | -8.4% | +9.7% | -18.1% | -18.1% |
| 3Y | +86.6% | +54.6% | +31.9% | +34.3% |
| All | -15.9% | +26.5% | -42.4% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling