+228.3%
WAT vs BURL
+232.1%
-3.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.3% |
| 7D | +0.6% | -1.6% | +2.2% | +0.9% |
| 30D | +5.4% | -7.7% | +13.2% | +7.0% |
| 3M | +11.3% | -31.7% | +43.0% | +19.8% |
| 6M | +37.4% | -15.2% | +52.6% | +40.5% |
| YTD | +21.2% | -15.9% | +37.1% | +23.9% |
| 1Y | +21.3% | -14.2% | +35.5% | +23.0% |
| 3Y | +83.4% | +93.5% | -10.1% | +51.8% |
| 5Y | +29.0% | -9.9% | +38.9% | +20.5% |
| All | +228.3% | +232.1% | -3.8% | +165.0% |
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