+200.2%
WAB vs BURL
-17.2%
+217.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +1.4% | +4.1% | -2.7% | +0.6% |
| 30D | +0.4% | -9.5% | +9.9% | +2.3% |
| 3M | -3.8% | -33.5% | +29.7% | +3.9% |
| 6M | +5.1% | -22.1% | +27.2% | +9.5% |
| YTD | +33.3% | -14.6% | +47.9% | +35.9% |
| 1Y | +39.8% | -8.4% | +48.2% | +39.9% |
| 3Y | +161.1% | +86.6% | +74.5% | +121.9% |
| All | +200.2% | -17.2% | +217.3% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling