-10.0%
BURL vs WCC
+23.4%
-33.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.3% | -1.3% |
| 7D | +5.9% | -9.9% | +15.8% | +7.5% |
| 30D | -8.3% | -13.4% | +5.1% | -6.2% |
| 3M | -31.6% | -13.5% | -18.2% | -30.2% |
| 6M | -16.6% | -10.6% | -6.0% | -15.8% |
| YTD | -12.1% | +30.1% | -42.2% | -20.7% |
| 1Y | -10.0% | +22.3% | -32.3% | -18.4% |
| All | -10.0% | +23.4% | -33.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling