-5.3%
BURL vs WST
+47.3%
-52.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.4% | +7.3% | +7.7% |
| 7D | +10.4% | +1.3% | +9.1% | +10.3% |
| 30D | -4.9% | +8.5% | -13.4% | -5.6% |
| 3M | -29.8% | +17.2% | -47.0% | -30.7% |
| 6M | -16.5% | +36.3% | -52.7% | -19.0% |
| YTD | -10.5% | +48.9% | -59.5% | -14.7% |
| 1Y | -5.3% | +42.9% | -48.2% | -10.1% |
| All | -5.3% | +47.3% | -52.6% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling