+64.2%
BURL vs WCC
+124.0%
-59.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +1.4% |
| 7D | -2.8% | +4.5% | -7.3% | -4.2% |
| 30D | -28.2% | -5.8% | -22.4% | -27.0% |
| 3M | -17.6% | -3.7% | -13.9% | -17.4% |
| 6M | -11.8% | +23.1% | -34.8% | -19.2% |
| YTD | -8.1% | +44.2% | -52.3% | -20.6% |
| 1Y | -12.0% | +62.1% | -74.0% | -27.7% |
| All | +64.2% | +124.0% | -59.8% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling