+902.7%
BURL vs WSM
+1,146.3%
-243.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -1.4% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | -9.3% | +7.1% | -16.4% | -11.5% |
| 3M | -32.1% | +4.5% | -36.6% | -33.2% |
| 6M | -19.8% | +44.4% | -64.2% | -30.0% |
| YTD | -13.2% | +46.8% | -60.0% | -25.0% |
| 1Y | -7.8% | +31.7% | -39.6% | -17.4% |
| 3Y | +89.3% | +250.6% | -161.2% | +12.5% |
| 5Y | -15.8% | +174.1% | -189.9% | -48.0% |
| 10Y | +262.2% | +1,265.2% | -1,003.1% | +11.6% |
| All | +902.7% | +1,146.3% | -243.6% | +230.2% |
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 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