+5.2%
BURL vs WETO
-99.4%
+104.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | -2.6% | -57.2% | +54.7% | -2.5% |
| 30D | -30.8% | -48.8% | +18.0% | -30.2% |
| 3M | -18.7% | -97.7% | +79.0% | -14.8% |
| 6M | -16.4% | -94.3% | +77.9% | -14.7% |
| YTD | -11.6% | -97.0% | +85.5% | -10.5% |
| 1Y | -12.0% | -98.9% | +86.9% | -12.3% |
| All | +5.2% | -99.4% | +104.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling