-46.4%
WBD vs BURL
+1,083.9%
-1,130.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +7.7% | -0.6% | +8.2% | +7.8% |
| 30D | +19.0% | +5.4% | +13.6% | +16.9% |
| 3M | +76.6% | -2.8% | +79.4% | +77.4% |
| 6M | +164.6% | +15.6% | +149.0% | +150.6% |
| YTD | +113.8% | -4.3% | +118.1% | +114.1% |
| 1Y | +176.6% | +10.4% | +166.3% | +165.2% |
| 3Y | +116.7% | +96.5% | +20.2% | +70.6% |
| 5Y | +10.1% | +37.5% | -27.4% | -8.5% |
| 10Y | -25.4% | +456.8% | -482.2% | -52.7% |
| All | -46.4% | +1,083.9% | -1,130.3% | -67.3% |
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