+960.9%
BURL vs WTW
+255.8%
+705.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.8% | +3.5% |
| 7D | -2.8% | -2.6% | -0.2% | -1.7% |
| 30D | -28.2% | -1.0% | -27.2% | -27.9% |
| 3M | -17.6% | +29.9% | -47.5% | -26.8% |
| 6M | -11.8% | +10.7% | -22.5% | -16.6% |
| YTD | -8.1% | +2.6% | -10.7% | -10.9% |
| 1Y | -12.0% | +2.8% | -14.7% | -15.0% |
| 3Y | +63.3% | +67.3% | -4.0% | +20.1% |
| 5Y | -10.8% | +56.6% | -67.5% | -32.9% |
| 10Y | +215.9% | +204.1% | +11.8% | +78.4% |
| All | +960.9% | +255.8% | +705.1% | +460.0% |
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