+156.3%
WAB vs BURL
+89.8%
+66.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -5.0% |
| 7D | -2.5% | +3.5% | -5.9% | -3.1% |
| 30D | -4.4% | -9.3% | +4.9% | -2.7% |
| 3M | -5.9% | -32.1% | +26.2% | +0.8% |
| 6M | +5.9% | -19.8% | +25.8% | +9.4% |
| YTD | +30.9% | -13.2% | +44.1% | +32.9% |
| 1Y | +35.8% | -7.8% | +43.6% | +35.6% |
| All | +156.3% | +89.8% | +66.6% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling