+185.7%
WEC vs BURL
+261.4%
-75.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.9% |
| 7D | +0.2% | +7.7% | -7.5% | -0.2% |
| 30D | +12.9% | -7.1% | +20.1% | +13.4% |
| 3M | +9.8% | -30.3% | +40.1% | +11.9% |
| 6M | +6.7% | -15.5% | +22.3% | +7.5% |
| YTD | +14.0% | -11.0% | +24.9% | +14.2% |
| 1Y | +7.3% | -8.4% | +15.8% | +7.3% |
| 3Y | +63.8% | +96.7% | -32.9% | +53.2% |
| 5Y | +54.8% | -14.1% | +68.8% | +52.0% |
| 10Y | +185.7% | +255.1% | -69.4% | +163.8% |
| All | +185.7% | +261.4% | -75.7% | +163.8% |
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 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