+584.9%
WDC vs BURL
-12.4%
+597.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.2% | +5.6% | +8.8% |
| 7D | -14.4% | +7.7% | -22.1% | -16.0% |
| 30D | -27.1% | -7.1% | -19.9% | -25.7% |
| 3M | -33.3% | -30.3% | -3.0% | -27.0% |
| 6M | -39.6% | -15.5% | -24.0% | -38.1% |
| YTD | +68.4% | -11.0% | +79.4% | +70.6% |
| 1Y | +78.2% | -8.4% | +86.6% | +77.8% |
| 3Y | +772.0% | +96.7% | +675.3% | +586.1% |
| 5Y | +584.9% | -14.1% | +599.0% | +523.8% |
| All | +584.9% | -12.4% | +597.3% | +523.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling