+223.0%
WAT vs BURL
+258.4%
-35.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.5% |
| 7D | -5.6% | +3.5% | -9.1% | -6.3% |
| 30D | +3.8% | -9.3% | +13.1% | +5.8% |
| 3M | +13.3% | -32.1% | +45.4% | +22.1% |
| 6M | +32.2% | -19.8% | +52.0% | +36.8% |
| YTD | +19.3% | -13.2% | +32.5% | +21.2% |
| 1Y | +21.8% | -7.8% | +29.6% | +21.6% |
| 3Y | +73.9% | +89.3% | -15.4% | +44.8% |
| 5Y | +32.1% | -15.8% | +47.9% | +25.2% |
| All | +223.0% | +258.4% | -35.4% | +162.5% |
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