+27.3%
WAT vs BURL
-4.6%
+31.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.0% |
| 7D | -1.9% | +10.4% | -12.4% | -2.8% |
| 30D | +6.2% | -4.9% | +11.2% | +6.7% |
| 3M | +18.1% | -29.8% | +47.8% | +22.6% |
| 6M | +54.9% | -16.5% | +71.4% | +55.6% |
| YTD | +23.1% | -10.5% | +33.7% | +24.1% |
| 1Y | +27.3% | -5.3% | +32.6% | +28.7% |
| All | +27.3% | -4.6% | +31.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling