+203.7%
WFC vs BURL
+1,021.0%
-817.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +0.3% |
| 7D | +4.5% | +10.4% | -5.9% | +1.8% |
| 30D | +7.4% | -4.9% | +12.3% | +8.6% |
| 3M | -0.5% | -29.8% | +29.2% | +8.2% |
| 6M | +11.7% | -16.5% | +28.1% | +15.4% |
| YTD | -4.6% | -10.5% | +5.9% | -3.5% |
| 1Y | +2.5% | -5.3% | +7.8% | +1.6% |
| 3Y | +123.9% | +95.1% | +28.9% | +75.1% |
| 5Y | +94.3% | -12.1% | +106.4% | +81.3% |
| 10Y | +156.0% | +273.2% | -117.1% | +72.1% |
| All | +203.7% | +1,021.0% | -817.3% | +82.5% |
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 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