+64.2%
BURL vs WCN
+20.7%
+43.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -28.2% | +0.4% | -28.6% | -28.2% |
| 3M | -17.6% | +7.3% | -24.9% | -18.4% |
| 6M | -11.8% | -2.5% | -9.3% | -11.2% |
| YTD | -8.1% | -5.4% | -2.8% | -7.1% |
| 1Y | -12.0% | -8.5% | -3.5% | -10.2% |
| All | +64.2% | +20.7% | +43.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling