+960.9%
BURL vs WU
-24.3%
+985.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -28.2% | -1.1% | -27.1% | -27.9% |
| 3M | -17.6% | -3.9% | -13.7% | -17.9% |
| 6M | -11.8% | -20.7% | +8.9% | -5.0% |
| YTD | -8.1% | -18.4% | +10.2% | -2.8% |
| 1Y | -12.0% | -8.1% | -3.9% | -12.5% |
| 3Y | +63.3% | -24.2% | +87.5% | +72.8% |
| 5Y | -10.8% | -50.4% | +39.6% | +12.2% |
| 10Y | +215.9% | -40.0% | +255.9% | +253.9% |
| All | +960.9% | -24.3% | +985.2% | +969.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling