+221.9%
BURL vs WCN
+322.1%
-100.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -1.6% | +2.6% | -4.2% | -2.9% |
| 30D | -7.7% | +23.9% | -31.7% | -17.5% |
| 3M | -31.7% | +17.4% | -49.1% | -37.2% |
| 6M | -15.2% | +28.0% | -43.2% | -25.9% |
| YTD | -15.9% | +11.6% | -27.5% | -21.6% |
| 1Y | -14.2% | +16.9% | -31.1% | -22.2% |
| 3Y | +93.5% | +51.6% | +41.9% | +43.7% |
| 5Y | -9.9% | +48.0% | -57.9% | -33.3% |
| All | +221.9% | +322.1% | -100.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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