-12.0%
BURL vs NWSA
+5.5%
-17.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.8% |
| 7D | -2.8% | -1.9% | -0.9% | -2.6% |
| 30D | -28.2% | +4.6% | -32.7% | -28.5% |
| 3M | -17.6% | +13.2% | -30.8% | -18.6% |
| 6M | -11.8% | +27.0% | -38.8% | -15.0% |
| YTD | -8.1% | +16.8% | -25.0% | -9.7% |
| 1Y | -12.0% | +4.5% | -16.5% | -14.4% |
| All | -12.0% | +5.5% | -17.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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