+113.2%
WDC vs BURL
-4.6%
+117.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +7.7% | -14.5% | -7.4% |
| 7D | -18.3% | +10.4% | -28.7% | -19.0% |
| 30D | -26.7% | -4.9% | -21.7% | -26.0% |
| 3M | -40.9% | -29.8% | -11.2% | -38.3% |
| 6M | -26.8% | -16.5% | -10.3% | -26.8% |
| YTD | +88.2% | -10.5% | +98.7% | +90.4% |
| 1Y | +113.2% | -5.3% | +118.5% | +116.6% |
| All | +113.2% | -4.6% | +117.8% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling