-8.8%
BURL vs WTW
+2.3%
-11.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +7.7% | +0.5% | +7.2% | +7.7% |
| 30D | -7.1% | +10.4% | -17.5% | -7.4% |
| 3M | -30.3% | -4.8% | -25.5% | -30.3% |
| 6M | -15.5% | +28.5% | -44.0% | -14.6% |
| YTD | -11.0% | +0.5% | -11.5% | -11.4% |
| All | -8.8% | +2.3% | -11.1% | -8.6% |
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