+64.2%
BURL vs WSM
+233.0%
-168.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.9% |
| 7D | -2.8% | -3.3% | +0.5% | -1.7% |
| 30D | -28.2% | -8.4% | -19.8% | -26.1% |
| 3M | -17.6% | +9.7% | -27.2% | -20.2% |
| 6M | -11.8% | +16.7% | -28.5% | -16.4% |
| YTD | -8.1% | +28.7% | -36.8% | -15.7% |
| 1Y | -12.0% | +13.7% | -25.6% | -16.4% |
| All | +64.2% | +233.0% | -168.9% | +24.2% |
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