+4.6%
WMT vs BURL
-12.4%
+16.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -1.0% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | -5.0% | -30.8% | +25.8% | -5.2% |
| 3M | -11.3% | -18.7% | +7.4% | -11.0% |
| 6M | -13.8% | -16.4% | +2.6% | -12.9% |
| YTD | -4.2% | -11.6% | +7.4% | -3.0% |
| 1Y | +4.6% | -12.0% | +16.6% | +5.4% |
| All | +4.6% | -12.4% | +16.9% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling