+300.3%
WEC vs BURL
+1,051.1%
-750.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -0.3% | -2.8% | +2.5% | -0.1% |
| 30D | -1.3% | -28.2% | +26.9% | +0.5% |
| 3M | -3.9% | -17.6% | +13.7% | -3.0% |
| 6M | -8.3% | -11.8% | +3.5% | -7.9% |
| YTD | +3.1% | -8.1% | +11.2% | +3.2% |
| 1Y | +1.9% | -12.0% | +13.9% | +2.2% |
| 3Y | +41.9% | +63.3% | -21.4% | +34.9% |
| 5Y | +30.8% | -10.8% | +41.6% | +28.0% |
| 10Y | +141.9% | +215.9% | -74.0% | +114.2% |
| All | +300.3% | +1,051.1% | -750.8% | +255.6% |
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