+289.4%
WAB vs BURL
+215.5%
+73.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | 0.0% |
| 7D | -3.2% | -2.8% | -0.4% | -2.5% |
| 30D | -4.4% | -28.2% | +23.7% | +4.4% |
| 3M | +7.9% | -17.6% | +25.5% | +13.1% |
| 6M | +8.7% | -11.8% | +20.5% | +11.2% |
| YTD | +33.0% | -8.1% | +41.1% | +34.3% |
| 1Y | +46.7% | -12.0% | +58.6% | +48.6% |
| 3Y | +153.0% | +63.3% | +89.7% | +106.4% |
| 5Y | +222.3% | -10.8% | +233.1% | +201.7% |
| All | +289.4% | +215.5% | +73.9% | +162.0% |
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