+96.7%
BURL vs WSM
+264.9%
-168.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.2% |
| 7D | +7.7% | +0.9% | +6.8% | +7.5% |
| 30D | -7.1% | +8.6% | -15.7% | -9.6% |
| 3M | -30.3% | +4.2% | -34.5% | -31.3% |
| 6M | -15.5% | +44.6% | -60.2% | -25.6% |
| YTD | -11.0% | +48.5% | -59.5% | -22.4% |
| 1Y | -8.4% | +34.7% | -43.1% | -17.9% |
| 3Y | +96.7% | +271.0% | -174.4% | +50.7% |
| All | +96.7% | +264.9% | -168.2% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling