+259.9%
WMB vs BURL
+261.4%
-1.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.9% |
| 7D | -6.7% | +7.7% | -14.4% | -8.0% |
| 30D | -8.6% | -7.1% | -1.4% | -7.5% |
| 3M | -4.9% | -30.3% | +25.4% | +1.2% |
| 6M | -6.3% | -15.5% | +9.2% | -4.4% |
| YTD | +13.0% | -11.0% | +23.9% | +13.5% |
| 1Y | +14.9% | -8.4% | +23.4% | +14.3% |
| 3Y | +113.4% | +96.7% | +16.7% | +73.4% |
| 5Y | +190.2% | -14.1% | +204.2% | +176.3% |
| 10Y | +259.9% | +255.1% | +4.8% | +165.4% |
| All | +259.9% | +261.4% | -1.5% | +165.4% |
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