-12.3%
BURL vs WETO
-99.4%
+87.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.7% |
| 7D | +0.4% | -25.4% | +25.8% | +0.5% |
| 30D | -4.3% | -35.8% | +31.5% | -4.3% |
| 3M | -28.8% | -84.6% | +55.8% | -28.3% |
| 6M | -12.8% | -98.8% | +86.0% | -9.9% |
| YTD | -12.8% | -99.3% | +86.5% | -11.3% |
| 1Y | -12.3% | -99.4% | +87.1% | -11.9% |
| All | -12.3% | -99.4% | +87.2% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling