+1,381.3%
WDC vs BURL
+215.5%
+1,165.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.2% | +5.0% |
| 7D | +1.7% | -2.8% | +4.5% | +2.7% |
| 30D | -10.0% | -28.2% | +18.2% | +0.2% |
| 3M | -18.8% | -17.6% | -1.2% | -14.4% |
| 6M | +79.0% | -11.8% | +90.8% | +83.4% |
| YTD | +171.6% | -8.1% | +179.7% | +174.8% |
| 1Y | +417.4% | -12.0% | +429.3% | +424.8% |
| 3Y | +1,251.8% | +63.3% | +1,188.5% | +952.9% |
| 5Y | +911.7% | -10.8% | +922.5% | +836.2% |
| All | +1,381.3% | +215.5% | +1,165.9% | +931.7% |
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 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