+32.1%
WAT vs BURL
-15.9%
+47.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +13.3% | -32.1% | +45.4% | +21.7% |
| 6M | +32.2% | -19.8% | +52.0% | +36.5% |
| YTD | +19.3% | -13.2% | +32.5% | +21.0% |
| 1Y | +21.8% | -7.8% | +29.6% | +21.5% |
| 3Y | +73.9% | +89.3% | -15.4% | +45.5% |
| 5Y | +32.1% | -15.8% | +47.9% | +18.3% |
| All | +32.1% | -15.9% | +47.9% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling