+525.5%
WMT vs BURL
+254.9%
+270.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +11.1% | -4.4% | +15.6% | +11.6% |
| 3M | +11.2% | -28.6% | +39.8% | +14.9% |
| 6M | -1.3% | -12.3% | +11.0% | -0.4% |
| YTD | +13.5% | -11.3% | +24.8% | +14.1% |
| 1Y | +22.5% | -10.4% | +33.0% | +22.8% |
| 3Y | +134.1% | +96.1% | +38.0% | +112.8% |
| 5Y | +170.3% | -5.0% | +175.3% | +159.4% |
| 10Y | +525.5% | +251.8% | +273.7% | +399.9% |
| All | +525.5% | +254.9% | +270.6% | +399.9% |
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