+431.9%
BURL vs WING
+676.5%
-244.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.7% | +4.0% | +6.9% |
| 7D | +10.4% | +21.0% | -10.6% | +5.7% |
| 30D | -4.9% | +56.9% | -61.8% | -14.5% |
| 3M | -29.8% | +38.4% | -68.1% | -35.5% |
| 6M | -16.5% | +12.0% | -28.4% | -20.4% |
| YTD | -10.5% | -29.2% | +18.7% | -6.7% |
| 1Y | -5.3% | -28.8% | +23.5% | -2.2% |
| 3Y | +95.1% | -17.8% | +112.8% | +81.4% |
| 5Y | -12.1% | +8.5% | -20.5% | -28.9% |
| 10Y | +273.2% | +705.3% | -432.1% | +71.6% |
| All | +431.9% | +676.5% | -244.6% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling