-14.1%
BURL vs WCN
+46.3%
-60.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +7.7% | +1.2% | +6.5% | +7.4% |
| 30D | -7.1% | +24.6% | -31.7% | -13.4% |
| 3M | -30.3% | +14.2% | -44.5% | -33.2% |
| 6M | -15.5% | +25.7% | -41.2% | -21.7% |
| YTD | -11.0% | +9.3% | -20.3% | -13.6% |
| 1Y | -8.4% | +15.3% | -23.7% | -13.0% |
| 3Y | +96.7% | +48.6% | +48.1% | +58.8% |
| 5Y | -14.1% | +46.9% | -61.0% | -32.0% |
| All | -14.1% | +46.3% | -60.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling