+60.6%
WM vs BURL
-10.9%
+71.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.3% |
| 7D | +5.9% | +10.4% | -4.5% | +5.5% |
| 30D | +15.4% | -4.9% | +20.3% | +15.6% |
| 3M | +6.3% | -29.8% | +36.1% | +7.7% |
| 6M | +5.6% | -16.5% | +22.0% | +6.2% |
| YTD | +9.9% | -10.5% | +20.5% | +10.1% |
| 1Y | +20.8% | -5.3% | +26.1% | +20.6% |
| 3Y | +48.5% | +95.1% | -46.6% | +41.5% |
| 5Y | +60.6% | -12.1% | +72.6% | +59.6% |
| All | +60.6% | -10.9% | +71.5% | +59.6% |
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 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