+51.5%
WPM vs BURL
-9.5%
+61.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.4% |
| 30D | +26.4% | -28.2% | +54.5% | +30.7% |
| 3M | +20.8% | -17.6% | +38.4% | +22.6% |
| 6M | +1.1% | -11.8% | +12.9% | +2.0% |
| YTD | +32.5% | -8.1% | +40.6% | +32.9% |
| 1Y | +51.5% | -12.0% | +63.5% | +46.4% |
| All | +51.5% | -9.5% | +61.0% | +46.4% |
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