+95.0%
WFC vs BURL
-13.3%
+108.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +0.7% |
| 7D | +4.5% | +10.4% | -5.9% | +2.5% |
| 30D | +7.4% | -4.9% | +12.3% | +8.3% |
| 3M | -0.5% | -29.8% | +29.2% | +6.3% |
| 6M | +11.7% | -16.5% | +28.1% | +14.6% |
| YTD | -4.6% | -10.5% | +5.9% | -3.7% |
| 1Y | +2.5% | -5.3% | +7.8% | +1.8% |
| 3Y | +123.9% | +95.1% | +28.9% | +85.5% |
| All | +95.0% | -13.3% | +108.3% | +83.5% |
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