+342.6%
WAT vs BURL
+1,021.0%
-678.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +0.2% |
| 7D | -1.9% | +10.4% | -12.4% | -3.9% |
| 30D | +6.2% | -4.9% | +11.2% | +7.1% |
| 3M | +18.1% | -29.8% | +47.8% | +26.0% |
| 6M | +54.9% | -16.5% | +71.4% | +58.8% |
| YTD | +23.1% | -10.5% | +33.7% | +24.3% |
| 1Y | +27.3% | -5.3% | +32.6% | +26.4% |
| 3Y | +79.5% | +95.1% | -15.6% | +50.1% |
| 5Y | +35.0% | -12.1% | +47.0% | +27.0% |
| 10Y | +238.7% | +273.2% | -34.4% | +140.8% |
| All | +342.6% | +1,021.0% | -678.4% | +181.6% |
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