+118.2%
WFC vs BURL
+247.8%
-129.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +0.9% | +5.9% | -5.0% | -0.8% |
| 30D | +3.3% | -8.3% | +11.6% | +5.6% |
| 3M | -1.4% | -31.6% | +30.2% | +8.8% |
| 6M | +14.7% | -16.6% | +31.3% | +18.8% |
| YTD | -5.9% | -12.1% | +6.2% | -4.3% |
| 1Y | +1.8% | -10.0% | +11.8% | +2.2% |
| 3Y | +124.9% | +94.3% | +30.6% | +70.5% |
| 5Y | +92.7% | -13.2% | +106.0% | +80.6% |
| 10Y | +118.2% | +252.5% | -134.3% | +48.2% |
| All | +118.2% | +247.8% | -129.6% | +48.2% |
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