-15.8%
BURL vs WU
-40.6%
+24.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.5% | -9.5% | -5.0% |
| 7D | +3.5% | +13.0% | -9.6% | -0.5% |
| 30D | -9.3% | +14.3% | -23.6% | -13.1% |
| 3M | -32.1% | +0.1% | -32.2% | -32.4% |
| 6M | -19.8% | -17.7% | -2.1% | -15.6% |
| YTD | -13.2% | -17.3% | +4.2% | -9.5% |
| 1Y | -7.8% | -11.1% | +3.2% | -7.0% |
| 3Y | +89.3% | -19.8% | +109.1% | +94.5% |
| 5Y | -15.8% | -40.5% | +24.7% | -1.6% |
| All | -15.8% | -40.6% | +24.8% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling