+886.6%
BURL vs WTW
+250.7%
+635.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.6% |
| 7D | +4.1% | +1.4% | +2.7% | +3.6% |
| 30D | -9.5% | +13.1% | -22.6% | -14.1% |
| 3M | -33.5% | -3.0% | -30.6% | -32.8% |
| 6M | -22.1% | +31.2% | -53.3% | -31.3% |
| YTD | -14.6% | +1.1% | -15.7% | -16.7% |
| 1Y | -8.4% | +3.4% | -11.8% | -11.8% |
| 3Y | +86.6% | +44.7% | +41.8% | +48.3% |
| 5Y | -17.2% | +52.0% | -69.2% | -36.6% |
| 10Y | +256.4% | +223.5% | +32.8% | +97.6% |
| All | +886.6% | +250.7% | +635.9% | +423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling