+132.3%
WMT vs BURL
-11.0%
+143.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | +3.9% | -2.8% | +6.7% | +4.2% |
| 30D | -4.4% | -28.2% | +23.8% | -1.7% |
| 3M | -8.8% | -17.6% | +8.8% | -7.4% |
| 6M | -15.6% | -11.8% | -3.9% | -15.0% |
| YTD | -3.2% | -8.1% | +4.9% | -2.9% |
| 1Y | +7.0% | -12.0% | +19.0% | +7.5% |
| 3Y | +105.3% | +63.3% | +42.0% | +93.5% |
| All | +132.3% | -11.0% | +143.3% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling