+960.9%
BURL vs WSM
+992.7%
-31.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.9% |
| 7D | -2.8% | -3.3% | +0.5% | -1.6% |
| 30D | -28.2% | -8.4% | -19.8% | -25.8% |
| 3M | -17.6% | +9.7% | -27.2% | -20.5% |
| 6M | -11.8% | +16.7% | -28.5% | -16.9% |
| YTD | -8.1% | +28.7% | -36.8% | -16.7% |
| 1Y | -12.0% | +13.7% | -25.6% | -16.9% |
| 3Y | +63.3% | +230.1% | -166.8% | -1.5% |
| 5Y | -10.8% | +179.0% | -189.8% | -44.9% |
| 10Y | +215.9% | +1,002.5% | -786.6% | +4.4% |
| All | +960.9% | +992.7% | -31.8% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling