+212.5%
WFC vs BURL
+1,051.1%
-838.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | +3.8% | -2.8% | +6.6% | +4.5% |
| 30D | +1.5% | -28.2% | +29.6% | +10.2% |
| 3M | +10.9% | -17.6% | +28.5% | +15.9% |
| 6M | +8.4% | -11.8% | +20.2% | +10.7% |
| YTD | -1.9% | -8.1% | +6.3% | -1.0% |
| 1Y | +12.3% | -12.0% | +24.3% | +13.7% |
| 3Y | +132.3% | +63.3% | +69.0% | +91.4% |
| 5Y | +130.1% | -10.8% | +140.9% | +114.5% |
| 10Y | +134.4% | +215.9% | -81.5% | +61.9% |
| All | +212.5% | +1,051.1% | -838.6% | +87.3% |
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