+233.9%
BURL vs WU
-39.7%
+273.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | +0.4% | -5.3% | +5.7% | +2.6% |
| 30D | -4.3% | +9.0% | -13.4% | -7.8% |
| 3M | -28.8% | -3.6% | -25.2% | -28.1% |
| 6M | -12.8% | -19.4% | +6.6% | -6.8% |
| YTD | -12.8% | -21.7% | +8.9% | -6.4% |
| 1Y | -12.3% | -16.1% | +3.9% | -9.0% |
| 3Y | +92.7% | -24.1% | +116.8% | +103.5% |
| 5Y | -6.5% | -44.1% | +37.6% | +11.8% |
| All | +233.9% | -39.7% | +273.6% | +266.1% |
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