+89.6%
BURL vs NWSA
+24.1%
+65.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.4% | +10.4% | +2.5% |
| 7D | +3.5% | -10.1% | +13.6% | +7.7% |
| 30D | -9.3% | -7.3% | -2.0% | -6.8% |
| 3M | -32.1% | -8.6% | -23.5% | -30.1% |
| 6M | -19.8% | +4.4% | -24.2% | -23.0% |
| YTD | -13.2% | +2.1% | -15.3% | -16.0% |
| 1Y | -7.8% | +4.1% | -11.9% | -11.9% |
| All | +89.6% | +24.1% | +65.5% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling