-10.7%
BURL vs WTW
+56.1%
-66.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.3% |
| 7D | -2.8% | -2.6% | -0.2% | -2.0% |
| 30D | -28.2% | -1.0% | -27.2% | -28.0% |
| 3M | -17.6% | +29.9% | -47.5% | -24.4% |
| 6M | -11.8% | +10.7% | -22.5% | -14.9% |
| YTD | -8.1% | +2.6% | -10.7% | -9.5% |
| 1Y | -12.0% | +2.8% | -14.7% | -13.6% |
| 3Y | +63.3% | +67.3% | -4.0% | +20.3% |
| All | -10.7% | +56.1% | -66.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling