+565.0%
WMT vs BURL
+987.9%
-422.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | +5.3% | +3.5% | +1.9% | +4.9% |
| 30D | +19.1% | -9.3% | +28.4% | +20.3% |
| 3M | +14.0% | -32.1% | +46.1% | +18.6% |
| 6M | -1.9% | -19.8% | +17.9% | -0.1% |
| YTD | +15.4% | -13.2% | +28.6% | +16.3% |
| 1Y | +26.9% | -7.8% | +34.8% | +26.8% |
| 3Y | +140.1% | +89.3% | +50.8% | +118.1% |
| 5Y | +171.5% | -15.8% | +187.3% | +163.8% |
| 10Y | +554.7% | +262.2% | +292.6% | +402.9% |
| All | +565.0% | +987.9% | -422.9% | +373.3% |
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