+233.9%
BURL vs WCN
+322.0%
-88.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | +0.4% | +1.2% | -0.7% | -0.2% |
| 30D | -4.3% | +26.4% | -30.8% | -15.4% |
| 3M | -28.8% | +17.5% | -46.3% | -34.6% |
| 6M | -12.8% | +28.7% | -41.5% | -24.1% |
| YTD | -12.8% | +11.5% | -24.3% | -18.7% |
| 1Y | -12.3% | +15.9% | -28.1% | -20.1% |
| 3Y | +92.7% | +51.6% | +41.1% | +43.1% |
| 5Y | -6.5% | +47.9% | -54.5% | -30.8% |
| All | +233.9% | +322.0% | -88.1% | +44.8% |
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