+724.2%
WDC vs BURL
+89.8%
+634.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.9% | -14.4% | -16.7% |
| 7D | -32.3% | +3.5% | -35.8% | -32.8% |
| 30D | -34.9% | -9.3% | -25.6% | -33.5% |
| 3M | -48.4% | -32.1% | -16.3% | -44.2% |
| 6M | -42.4% | -19.8% | -22.6% | -40.7% |
| YTD | +55.5% | -13.2% | +68.7% | +57.7% |
| 1Y | +67.5% | -7.8% | +75.3% | +66.3% |
| All | +724.2% | +89.8% | +634.4% | +717.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling