+101.1%
WMB vs BURL
+89.8%
+11.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -5.1% |
| 7D | -14.2% | +3.5% | -17.7% | -14.4% |
| 30D | -11.2% | -9.3% | -2.0% | -10.6% |
| 3M | -9.9% | -32.1% | +22.2% | -7.2% |
| 6M | -14.4% | -19.8% | +5.5% | -13.2% |
| YTD | +9.2% | -13.2% | +22.4% | +9.5% |
| 1Y | +15.1% | -7.8% | +22.9% | +14.4% |
| All | +101.1% | +89.8% | +11.3% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling