+246.2%
BURL vs WING
+691.1%
-444.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | +3.5% | +14.0% | -10.5% | +0.4% |
| 30D | -9.3% | +47.7% | -57.0% | -17.3% |
| 3M | -32.1% | +34.2% | -66.3% | -37.2% |
| 6M | -19.8% | +13.6% | -33.4% | -23.9% |
| YTD | -13.2% | -30.0% | +16.9% | -9.1% |
| 1Y | -7.8% | -33.9% | +26.1% | -2.8% |
| 3Y | +89.3% | -18.7% | +108.0% | +75.6% |
| 5Y | -15.8% | +5.5% | -21.3% | -32.4% |
| All | +246.2% | +691.1% | -444.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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