+81.5%
WAT vs BURL
+86.7%
-5.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -1.1% | +4.1% | -5.2% | -1.9% |
| 30D | +5.0% | -9.5% | +14.4% | +6.8% |
| 3M | +14.5% | -33.5% | +48.0% | +23.3% |
| 6M | +30.9% | -22.1% | +53.0% | +35.7% |
| YTD | +20.5% | -14.6% | +35.0% | +22.3% |
| 1Y | +23.3% | -8.4% | +31.6% | +22.7% |
| 3Y | +81.5% | +86.6% | -5.1% | +49.4% |
| All | +81.5% | +86.7% | -5.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling