+265.4%
WMB vs BURL
+258.4%
+7.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.8% |
| 7D | -14.2% | +3.5% | -17.7% | -14.8% |
| 30D | -11.2% | -9.3% | -2.0% | -9.9% |
| 3M | -9.9% | -32.1% | +22.2% | -3.6% |
| 6M | -14.4% | -19.8% | +5.5% | -11.8% |
| YTD | +9.2% | -13.2% | +22.4% | +10.2% |
| 1Y | +15.1% | -7.8% | +22.9% | +14.3% |
| 3Y | +99.2% | +89.3% | +9.9% | +63.1% |
| 5Y | +180.2% | -15.8% | +196.1% | +167.7% |
| All | +265.4% | +258.4% | +7.0% | +171.9% |
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