+240.7%
BURL vs WU
-36.0%
+276.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | +4.1% | +11.7% | -7.6% | -0.6% |
| 30D | -9.5% | +12.6% | -22.1% | -13.8% |
| 3M | -33.5% | -0.5% | -33.0% | -33.7% |
| 6M | -22.1% | -18.2% | -3.9% | -17.1% |
| YTD | -14.6% | -19.0% | +4.4% | -9.5% |
| 1Y | -8.4% | -16.7% | +8.3% | -4.5% |
| 3Y | +86.6% | -21.0% | +107.6% | +93.9% |
| 5Y | -17.2% | -41.7% | +24.5% | -2.6% |
| All | +240.7% | -36.0% | +276.7% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling