+240.7%
BURL vs WSM
+1,223.7%
-983.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +4.1% | +0.5% | +3.5% | +3.9% |
| 30D | -9.5% | +6.0% | -15.4% | -11.4% |
| 3M | -33.5% | +3.2% | -36.7% | -34.3% |
| 6M | -22.1% | +37.1% | -59.2% | -31.0% |
| YTD | -14.6% | +44.2% | -58.8% | -26.0% |
| 1Y | -8.4% | +34.2% | -42.6% | -18.7% |
| 3Y | +86.6% | +249.3% | -162.7% | +9.0% |
| 5Y | -17.2% | +169.3% | -186.4% | -49.5% |
| All | +240.7% | +1,223.7% | -983.0% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling