+89.6%
BURL vs WST
+16.9%
+72.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.0% | -2.4% |
| 7D | +3.5% | -5.8% | +9.3% | +4.3% |
| 30D | -9.3% | +5.3% | -14.6% | -9.9% |
| 3M | -32.1% | +11.8% | -43.9% | -33.0% |
| 6M | -19.8% | +26.7% | -46.5% | -22.3% |
| YTD | -13.2% | +43.0% | -56.2% | -17.5% |
| 1Y | -7.8% | +38.9% | -46.7% | -12.2% |
| All | +89.6% | +16.9% | +72.7% | +64.8% |
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