+902.7%
BURL vs WCC
+280.5%
+622.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.6% | +6.6% | +0.3% |
| 7D | +3.5% | -21.9% | +25.4% | +11.8% |
| 30D | -9.3% | -25.4% | +16.1% | -0.8% |
| 3M | -32.1% | -23.1% | -9.0% | -26.8% |
| 6M | -19.8% | -18.1% | -1.8% | -16.3% |
| YTD | -13.2% | +17.7% | -30.9% | -21.1% |
| 1Y | -7.8% | +12.4% | -20.2% | -15.2% |
| 3Y | +89.3% | +105.9% | -16.6% | +32.3% |
| 5Y | -15.8% | +116.8% | -132.6% | -45.4% |
| 10Y | +262.2% | +456.1% | -193.9% | +38.3% |
| All | +902.7% | +280.5% | +622.2% | +319.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling