+960.9%
BURL vs BWA
+83.2%
+877.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.5% |
| 7D | -2.8% | +5.7% | -8.5% | -4.9% |
| 30D | -28.2% | +1.4% | -29.6% | -28.8% |
| 3M | -17.6% | -12.1% | -5.5% | -14.1% |
| 6M | -11.8% | +28.6% | -40.3% | -21.6% |
| YTD | -8.1% | +51.1% | -59.2% | -25.2% |
| 1Y | -12.0% | +55.9% | -67.8% | -29.5% |
| 3Y | +63.3% | +70.1% | -6.8% | +22.4% |
| 5Y | -10.8% | +90.7% | -101.5% | -37.5% |
| 10Y | +215.9% | +154.0% | +61.9% | +83.3% |
| All | +960.9% | +83.2% | +877.7% | +563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling