+553.6%
WMT vs BURL
+970.5%
-417.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +1.6% | +4.1% | -2.5% | +1.2% |
| 30D | +16.1% | -9.5% | +25.5% | +17.2% |
| 3M | +12.3% | -33.5% | +45.8% | +17.1% |
| 6M | -3.1% | -22.1% | +19.0% | -0.9% |
| YTD | +13.4% | -14.6% | +28.0% | +14.5% |
| 1Y | +24.5% | -8.4% | +32.8% | +24.4% |
| 3Y | +135.7% | +86.6% | +49.1% | +114.4% |
| 5Y | +166.8% | -17.2% | +184.0% | +159.7% |
| 10Y | +543.4% | +256.4% | +287.1% | +395.1% |
| All | +553.6% | +970.5% | -417.0% | +366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling