+66.3%
WDC vs BURL
-10.6%
+76.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -16.7% | +5.9% | -22.6% | -17.1% |
| 30D | -27.2% | -8.3% | -18.9% | -26.1% |
| 3M | -34.0% | -31.6% | -2.4% | -30.7% |
| 6M | -39.7% | -16.6% | -23.1% | -40.0% |
| YTD | +68.1% | -12.1% | +80.1% | +70.1% |
| 1Y | +66.3% | -10.0% | +76.3% | +69.4% |
| All | +66.3% | -10.6% | +76.9% | +69.4% |
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