-13.2%
BURL vs WING
+8.7%
-21.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.4% |
| 7D | +5.9% | +5.0% | +0.9% | +4.8% |
| 30D | -8.3% | +38.7% | -47.0% | -14.5% |
| 3M | -31.6% | +44.7% | -76.4% | -37.2% |
| 6M | -16.6% | +31.5% | -48.1% | -22.9% |
| YTD | -12.1% | -28.4% | +16.3% | -8.6% |
| 1Y | -10.0% | -28.2% | +18.2% | -7.1% |
| 3Y | +94.3% | -18.4% | +112.7% | +76.2% |
| 5Y | -13.2% | +5.2% | -18.5% | -33.8% |
| All | -13.2% | +8.7% | -21.9% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling