+221.9%
BURL vs WU
-38.9%
+260.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -4.9% | -4.1% |
| 7D | -1.6% | -2.0% | +0.5% | -0.8% |
| 30D | -7.7% | +11.4% | -19.2% | -11.8% |
| 3M | -31.7% | -6.8% | -24.8% | -30.0% |
| 6M | -15.2% | -14.6% | -0.5% | -11.4% |
| YTD | -15.9% | -20.6% | +4.7% | -10.3% |
| 1Y | -14.2% | -15.4% | +1.2% | -11.4% |
| 3Y | +93.5% | -23.6% | +117.1% | +103.9% |
| 5Y | -9.9% | -43.4% | +33.5% | +7.2% |
| All | +221.9% | -38.9% | +260.8% | +251.0% |
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