+240.7%
BURL vs WCN
+309.0%
-68.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | +4.1% | +2.9% | +1.2% | +2.6% |
| 30D | -9.5% | +22.1% | -31.6% | -18.5% |
| 3M | -33.5% | +13.2% | -46.7% | -37.8% |
| 6M | -22.1% | +23.7% | -45.8% | -30.7% |
| YTD | -14.6% | +8.7% | -23.3% | -19.3% |
| 1Y | -8.4% | +15.3% | -23.7% | -16.4% |
| 3Y | +86.6% | +46.0% | +40.6% | +41.6% |
| 5Y | -17.2% | +45.9% | -63.1% | -38.3% |
| All | +240.7% | +309.0% | -68.3% | +54.2% |
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