-13.2%
BURL vs WSM
+182.7%
-195.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +5.9% | +3.1% | +2.8% | +4.6% |
| 30D | -8.3% | +8.5% | -16.8% | -11.4% |
| 3M | -31.6% | +4.6% | -36.2% | -32.9% |
| 6M | -16.6% | +44.5% | -61.1% | -28.9% |
| YTD | -12.1% | +48.4% | -60.5% | -26.3% |
| 1Y | -10.0% | +36.2% | -46.2% | -22.0% |
| 3Y | +94.3% | +268.8% | -174.5% | -3.4% |
| 5Y | -13.2% | +185.2% | -198.5% | -60.3% |
| All | -13.2% | +182.7% | -195.9% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling