-1.5%
BURL vs WETO
-99.4%
+97.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.1% | -1.2% | -6.4% |
| 7D | -7.0% | -38.7% | +31.7% | -6.9% |
| 30D | -35.6% | -51.3% | +15.7% | -35.1% |
| 3M | -26.3% | -97.8% | +71.6% | -22.8% |
| 6M | -20.7% | -94.8% | +74.1% | -19.0% |
| YTD | -17.2% | -97.2% | +80.0% | -16.1% |
| 1Y | -15.0% | -98.9% | +83.9% | -15.3% |
| All | -1.5% | -99.4% | +97.9% | +0.2% |
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