-7.8%
BURL vs WST
+38.1%
-45.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.0% | -2.5% |
| 7D | +3.5% | -5.8% | +9.3% | +4.1% |
| 30D | -9.3% | +5.3% | -14.6% | -9.6% |
| 3M | -32.1% | +11.8% | -43.9% | -32.7% |
| 6M | -19.8% | +26.7% | -46.5% | -21.6% |
| YTD | -13.2% | +43.0% | -56.2% | -16.9% |
| 1Y | -7.8% | +38.9% | -46.7% | -12.0% |
| All | -7.8% | +38.1% | -45.9% | -12.0% |
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