+287.5%
WAT vs BURL
+1,051.1%
-763.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 1Y | +36.6% | -12.0% | +48.6% | +37.9% |
| 3Y | +45.7% | +63.3% | -17.6% | +26.4% |
| 5Y | -3.3% | -10.8% | +7.5% | -9.1% |
| 10Y | +162.1% | +215.9% | -53.8% | +91.7% |
| All | +287.5% | +1,051.1% | -763.6% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling