+216.9%
BURL vs WCC
+471.3%
-254.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +1.2% |
| 7D | -2.8% | +4.5% | -7.3% | -4.4% |
| 30D | -28.2% | -5.8% | -22.4% | -26.8% |
| 3M | -17.6% | -3.7% | -13.9% | -17.6% |
| 6M | -11.8% | +23.1% | -34.8% | -19.9% |
| YTD | -8.1% | +44.2% | -52.3% | -21.7% |
| 1Y | -12.0% | +62.1% | -74.0% | -28.9% |
| 3Y | +63.3% | +121.1% | -57.8% | +10.8% |
| 5Y | -10.8% | +214.0% | -224.8% | -50.3% |
| All | +216.9% | +471.3% | -254.5% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling