+642.9%
WDC vs BURL
+232.1%
+410.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.6% | -1.4% | -3.8% |
| 7D | +12.1% | -1.6% | +13.7% | +12.8% |
| 30D | -18.8% | -7.7% | -11.1% | -16.8% |
| 3M | -39.3% | -31.7% | -7.7% | -31.7% |
| 6M | -40.1% | -15.2% | -25.0% | -38.2% |
| YTD | +71.8% | -15.9% | +87.7% | +78.1% |
| 1Y | +88.5% | -14.2% | +102.7% | +92.1% |
| 3Y | +770.0% | +93.5% | +676.5% | +533.4% |
| 5Y | +549.0% | -9.9% | +558.9% | +494.2% |
| All | +642.9% | +232.1% | +410.8% | +412.3% |
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 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