+135.7%
WMT vs BURL
+86.7%
+49.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | +1.6% | +4.1% | -2.5% | +1.2% |
| 30D | +16.1% | -9.5% | +25.5% | +17.0% |
| 3M | +12.3% | -33.5% | +45.8% | +16.3% |
| 6M | -3.1% | -22.1% | +19.0% | -1.1% |
| YTD | +13.4% | -14.6% | +28.0% | +14.4% |
| 1Y | +24.5% | -8.4% | +32.8% | +24.2% |
| 3Y | +135.7% | +86.6% | +49.1% | +118.5% |
| All | +135.7% | +86.7% | +49.0% | +118.5% |
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