-12.0%
BURL vs WSM
+19.9%
-31.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.7% |
| 7D | -2.8% | -3.3% | +0.5% | -1.4% |
| 30D | -28.2% | -8.4% | -19.8% | -25.5% |
| 3M | -17.6% | +9.7% | -27.2% | -21.1% |
| 6M | -11.8% | +16.7% | -28.5% | -18.7% |
| YTD | -8.1% | +28.7% | -36.8% | -18.4% |
| 1Y | -12.0% | +13.7% | -25.6% | -18.6% |
| All | -12.0% | +19.9% | -31.8% | -18.6% |
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