+54.5%
WEC vs BURL
-17.2%
+71.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -0.2% | +4.1% | -4.3% | -0.3% |
| 30D | +12.3% | -9.5% | +21.8% | +12.5% |
| 3M | +8.3% | -33.5% | +41.8% | +9.1% |
| 6M | +3.5% | -22.1% | +25.6% | +3.9% |
| YTD | +12.7% | -14.6% | +27.3% | +12.9% |
| 1Y | +8.2% | -8.4% | +16.5% | +8.1% |
| 3Y | +55.9% | +86.6% | -30.7% | +51.0% |
| All | +54.5% | -17.2% | +71.7% | +47.4% |
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 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