+246.2%
BURL vs WCC
+445.3%
-199.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.6% | +0.4% |
| 7D | +3.5% | -21.9% | +25.4% | +12.1% |
| 30D | -9.3% | -25.4% | +16.1% | -0.4% |
| 3M | -32.1% | -23.1% | -9.0% | -26.6% |
| 6M | -19.8% | -18.1% | -1.8% | -16.2% |
| YTD | -13.2% | +17.7% | -30.9% | -21.5% |
| 1Y | -7.8% | +12.4% | -20.2% | -15.6% |
| 3Y | +89.3% | +105.9% | -16.6% | +29.5% |
| 5Y | -15.8% | +116.8% | -132.6% | -47.0% |
| All | +246.2% | +445.3% | -199.1% | +27.4% |
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