-3.2%
WAT vs BURL
-11.0%
+7.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.5% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | +2.3% | -28.2% | +30.5% | +9.1% |
| 3M | +8.7% | -17.6% | +26.3% | +12.5% |
| 6M | +28.3% | -11.8% | +40.1% | +30.5% |
| YTD | +7.8% | -8.1% | +15.9% | +8.5% |
| 1Y | +36.6% | -12.0% | +48.6% | +37.9% |
| 3Y | +45.7% | +63.3% | -17.6% | +25.8% |
| All | -3.2% | -11.0% | +7.7% | -13.4% |
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 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