-5.3%
BURL vs WSM
+44.0%
-49.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.5% | +1.2% | +4.9% |
| 7D | +10.4% | +8.0% | +2.4% | +6.8% |
| 30D | -4.9% | +13.5% | -18.4% | -9.8% |
| 3M | -29.8% | +8.8% | -38.6% | -32.4% |
| 6M | -16.5% | +54.7% | -71.2% | -30.6% |
| YTD | -10.5% | +53.3% | -63.8% | -24.3% |
| 1Y | -5.3% | +41.1% | -46.4% | -20.4% |
| All | -5.3% | +44.0% | -49.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling