0.0%
BURL vs WETO
-99.9%
+99.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -3.6% |
| 7D | -1.6% | -39.7% | +38.1% | -1.5% |
| 30D | -7.7% | -26.7% | +19.0% | -7.7% |
| 3M | -31.7% | -83.1% | +51.5% | -31.2% |
| 6M | -15.2% | -98.8% | +83.6% | -12.8% |
| YTD | -15.9% | -99.3% | +83.4% | -14.8% |
| 1Y | -14.2% | -99.4% | +85.2% | -13.3% |
| All | 0.0% | -99.9% | +99.9% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling