+206.5%
BURL vs WTW
+192.5%
+14.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.5% |
| 7D | -2.6% | -2.7% | +0.2% | -1.4% |
| 30D | -30.8% | -5.6% | -25.1% | -29.0% |
| 3M | -18.7% | +26.5% | -45.2% | -27.2% |
| 6M | -16.4% | +8.1% | -24.6% | -20.3% |
| YTD | -11.6% | -0.3% | -11.3% | -13.2% |
| 1Y | -12.0% | -0.9% | -11.1% | -13.8% |
| 3Y | +63.6% | +66.6% | -3.0% | +17.3% |
| 5Y | -12.6% | +54.0% | -66.6% | -35.5% |
| 10Y | +206.5% | +198.1% | +8.4% | +68.9% |
| All | +206.5% | +192.5% | +14.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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