+886.6%
BURL vs WST
+930.0%
-43.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | +4.1% | -3.1% | +7.2% | +4.9% |
| 30D | -9.5% | +9.1% | -18.6% | -11.5% |
| 3M | -33.5% | +14.7% | -48.2% | -35.9% |
| 6M | -22.1% | +28.0% | -50.1% | -27.4% |
| YTD | -14.6% | +45.6% | -60.2% | -23.6% |
| 1Y | -8.4% | +45.7% | -54.0% | -18.2% |
| 3Y | +86.6% | +21.1% | +65.5% | +62.3% |
| 5Y | -17.2% | +0.3% | -17.5% | -25.4% |
| 10Y | +256.4% | +449.0% | -192.6% | +68.6% |
| All | +886.6% | +930.0% | -43.3% | +328.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling