+569.0%
WDC vs BURL
+987.9%
-419.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.9% | -14.4% | -16.4% |
| 7D | -32.3% | +3.5% | -35.8% | -33.1% |
| 30D | -34.9% | -9.3% | -25.6% | -33.1% |
| 3M | -48.4% | -32.1% | -16.3% | -42.3% |
| 6M | -42.4% | -19.8% | -22.6% | -39.7% |
| YTD | +55.5% | -13.2% | +68.7% | +59.2% |
| 1Y | +67.5% | -7.8% | +75.3% | +66.5% |
| 3Y | +727.3% | +89.3% | +638.0% | +523.7% |
| 5Y | +533.3% | -15.8% | +549.2% | +494.0% |
| 10Y | +627.0% | +262.2% | +364.8% | +348.4% |
| All | +569.0% | +987.9% | -419.0% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling