+757.8%
WPM vs BURL
+254.9%
+502.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -1.8% | -4.4% | +2.6% | -1.6% |
| 3M | +1.0% | -28.6% | +29.6% | +3.1% |
| 6M | -5.4% | -12.3% | +6.8% | -5.0% |
| YTD | +15.9% | -11.3% | +27.1% | +16.3% |
| 1Y | +30.8% | -10.4% | +41.3% | +31.1% |
| 3Y | +222.6% | +96.1% | +126.6% | +206.2% |
| 5Y | +227.4% | -5.0% | +232.4% | +214.9% |
| 10Y | +757.8% | +251.8% | +506.0% | +748.6% |
| All | +757.8% | +254.9% | +502.9% | +748.6% |
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