-10.0%
BURL vs WU
-14.8%
+4.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.4% |
| 7D | +5.9% | +11.0% | -5.2% | +4.6% |
| 30D | -8.3% | +13.4% | -21.7% | -9.6% |
| 3M | -31.6% | +2.2% | -33.9% | -32.1% |
| 6M | -16.6% | -18.2% | +1.6% | -16.5% |
| YTD | -12.1% | -18.3% | +6.2% | -11.7% |
| 1Y | -10.0% | -12.2% | +2.2% | -9.1% |
| All | -10.0% | -14.8% | +4.8% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling