+562.2%
WPM vs BURL
+252.7%
+309.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.0% |
| 7D | +16.9% | +4.1% | +12.8% | +16.6% |
| 30D | +2.0% | -9.5% | +11.4% | +2.6% |
| 3M | +8.9% | -33.5% | +42.4% | +11.7% |
| 6M | +1.6% | -22.1% | +23.7% | +2.9% |
| YTD | +16.5% | -14.6% | +31.1% | +17.3% |
| 1Y | +42.2% | -8.4% | +50.6% | +42.4% |
| 3Y | +213.3% | +86.6% | +126.7% | +198.3% |
| 5Y | +249.9% | -17.2% | +267.1% | +238.2% |
| All | +562.2% | +252.7% | +309.5% | +545.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling