+216.9%
BURL vs WST
+321.8%
-104.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -28.2% | -3.1% | -25.0% | -27.6% |
| 3M | -17.6% | +7.2% | -24.8% | -19.2% |
| 6M | -11.8% | +36.8% | -48.6% | -19.3% |
| YTD | -8.1% | +23.8% | -32.0% | -14.0% |
| 1Y | -12.0% | +37.8% | -49.7% | -20.2% |
| 3Y | +63.3% | -15.9% | +79.2% | +59.8% |
| 5Y | -10.8% | -25.8% | +15.0% | -12.0% |
| All | +216.9% | +321.8% | -104.9% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling