-55.2%
WBD vs BURL
-55.5%
+0.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +4.4% |
| 7D | +23.2% | +13.8% | +9.5% | +17.8% |
| 30D | +14.4% | +4.3% | +10.1% | +12.7% |
| 3M | -8.7% | -22.9% | +14.2% | -0.7% |
| 6M | -8.3% | -28.3% | +20.0% | +2.2% |
| YTD | +24.2% | -34.7% | +58.8% | +42.9% |
| 1Y | -1.7% | -4.0% | +2.3% | -1.6% |
| All | -55.2% | -55.5% | +0.3% | -51.7% |
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