-10.9%
WBD vs BURL
+288.9%
-299.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +6.7% | -3.4% | +10.1% | +7.9% |
| 30D | +19.3% | +3.7% | +15.6% | +17.6% |
| 3M | +78.9% | -2.7% | +81.6% | +79.8% |
| 6M | +171.9% | +14.8% | +157.1% | +156.4% |
| YTD | +115.3% | -4.5% | +119.9% | +115.7% |
| 1Y | +177.2% | +8.0% | +169.2% | +166.1% |
| 3Y | +118.2% | +95.9% | +22.3% | +66.2% |
| 5Y | +6.2% | +32.8% | -26.6% | -13.7% |
| All | -10.9% | +288.9% | -299.8% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling