+229.7%
WAT vs BURL
+244.4%
-14.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +7.7% | -4.3% | +12.0% | +8.6% |
| 3M | +11.1% | -28.8% | +39.8% | +18.6% |
| 6M | +31.2% | -12.8% | +44.0% | +33.4% |
| YTD | +21.7% | -12.8% | +34.5% | +23.5% |
| 1Y | +19.3% | -12.3% | +31.6% | +20.4% |
| 3Y | +80.6% | +92.7% | -12.1% | +49.7% |
| 5Y | +29.5% | -6.5% | +36.1% | +20.1% |
| All | +229.7% | +244.4% | -14.7% | +164.2% |
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 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