+64.2%
BURL vs WST
-15.6%
+79.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -28.2% | -3.1% | -25.0% | -27.9% |
| 3M | -17.6% | +7.2% | -24.8% | -18.4% |
| 6M | -11.8% | +36.8% | -48.6% | -15.8% |
| YTD | -8.1% | +23.8% | -32.0% | -11.2% |
| 1Y | -12.0% | +37.8% | -49.7% | -16.4% |
| All | +64.2% | -15.6% | +79.8% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling