+660.4%
WDC vs BURL
+247.8%
+412.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -16.7% | +5.9% | -22.6% | -18.3% |
| 30D | -27.2% | -8.3% | -18.9% | -25.2% |
| 3M | -34.0% | -31.6% | -2.4% | -25.8% |
| 6M | -39.7% | -16.6% | -23.1% | -37.5% |
| YTD | +68.1% | -12.1% | +80.1% | +71.6% |
| 1Y | +66.3% | -10.0% | +76.3% | +66.7% |
| 3Y | +754.4% | +94.3% | +660.1% | +521.6% |
| 5Y | +595.8% | -13.2% | +609.0% | +546.5% |
| 10Y | +660.4% | +252.5% | +407.9% | +416.9% |
| All | +660.4% | +247.8% | +412.6% | +416.9% |
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