-11.3%
BURL vs WTW
+4.8%
-16.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.4% |
| 7D | +5.9% | +1.6% | +4.3% | +5.8% |
| 30D | -8.3% | +12.4% | -20.7% | -8.7% |
| 3M | -31.6% | -2.6% | -29.0% | -31.7% |
| 6M | -16.6% | +30.8% | -47.4% | -15.8% |
| YTD | -12.1% | +2.3% | -14.4% | -12.7% |
| All | -11.3% | +4.8% | -16.1% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling