-13.2%
BURL vs NWSA
+17.3%
-30.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +5.9% | -9.7% | +15.5% | +11.2% |
| 30D | -8.3% | -8.6% | +0.3% | -4.3% |
| 3M | -31.6% | -6.3% | -25.4% | -29.9% |
| 6M | -16.6% | -1.2% | -15.4% | -17.8% |
| YTD | -12.1% | +2.6% | -14.7% | -16.2% |
| 1Y | -10.0% | 0.0% | -10.0% | -12.7% |
| 3Y | +94.3% | +30.1% | +64.2% | +55.3% |
| 5Y | -13.2% | +18.3% | -31.5% | -28.1% |
| All | -13.2% | +17.3% | -30.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling