+142.3%
WMB vs BURL
+63.9%
+78.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | +0.6% | -2.8% | +3.4% | +0.8% |
| 30D | +3.3% | -28.2% | +31.4% | +6.0% |
| 3M | +3.1% | -17.6% | +20.7% | +4.5% |
| 6M | -0.7% | -11.8% | +11.1% | -0.2% |
| YTD | +25.2% | -8.1% | +33.3% | +25.1% |
| 1Y | +32.9% | -12.0% | +44.8% | +33.1% |
| All | +142.3% | +63.9% | +78.4% | +119.8% |
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