+347.0%
WEC vs BURL
+987.9%
-640.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | +3.2% | +3.5% | -0.3% | +3.0% |
| 30D | +14.7% | -9.3% | +23.9% | +15.3% |
| 3M | +10.2% | -32.1% | +42.3% | +12.6% |
| 6M | +4.5% | -19.8% | +24.3% | +5.5% |
| YTD | +15.1% | -13.2% | +28.3% | +15.6% |
| 1Y | +9.4% | -7.8% | +17.2% | +9.3% |
| 3Y | +56.9% | +89.3% | -32.4% | +47.5% |
| 5Y | +54.4% | -15.8% | +70.3% | +51.6% |
| 10Y | +183.5% | +262.2% | -78.7% | +148.8% |
| All | +347.0% | +987.9% | -640.9% | +298.1% |
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 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