+369.9%
WAB vs BURL
+987.9%
-618.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.6% | -4.8% |
| 7D | -2.5% | +3.5% | -5.9% | -3.4% |
| 30D | -4.4% | -9.3% | +4.9% | -2.1% |
| 3M | -5.9% | -32.1% | +26.2% | +3.4% |
| 6M | +5.9% | -19.8% | +25.8% | +10.8% |
| YTD | +30.9% | -13.2% | +44.1% | +33.6% |
| 1Y | +35.8% | -7.8% | +43.6% | +35.6% |
| 3Y | +154.0% | +89.3% | +64.7% | +101.3% |
| 5Y | +203.9% | -15.8% | +219.7% | +187.5% |
| 10Y | +286.7% | +262.2% | +24.6% | +149.4% |
| All | +369.9% | +987.9% | -618.1% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling