+5.6%
BURL vs WETO
-99.8%
+105.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.9% |
| 7D | -0.8% | -25.4% | +24.6% | -0.8% |
| 30D | -4.4% | -36.5% | +32.0% | -4.4% |
| 3M | -28.6% | -85.6% | +57.0% | -28.0% |
| 6M | -12.3% | -98.7% | +86.4% | -9.9% |
| YTD | -11.3% | -99.2% | +88.0% | -10.1% |
| 1Y | -10.4% | -99.4% | +89.0% | -9.6% |
| All | +5.6% | -99.8% | +105.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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