+276.9%
WAB vs BURL
+254.9%
+22.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +3.1% | -0.8% | +3.9% | +3.4% |
| 30D | +6.4% | -4.4% | +10.9% | +7.6% |
| 3M | +2.2% | -28.6% | +30.7% | +11.4% |
| 6M | +13.7% | -12.3% | +26.0% | +16.3% |
| YTD | +43.0% | -11.3% | +54.3% | +45.2% |
| 1Y | +47.0% | -10.4% | +57.4% | +47.9% |
| 3Y | +174.4% | +96.1% | +78.3% | +111.3% |
| 5Y | +222.2% | -5.0% | +227.2% | +194.1% |
| 10Y | +276.9% | +251.8% | +25.1% | +154.6% |
| All | +276.9% | +254.9% | +22.0% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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