+240.0%
WPM vs BURL
-15.9%
+255.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +1.0% |
| 7D | +7.5% | +3.5% | +4.0% | +7.1% |
| 30D | -3.8% | -9.3% | +5.5% | -2.9% |
| 3M | +8.0% | -32.1% | +40.1% | +11.8% |
| 6M | +6.1% | -19.8% | +25.9% | +7.8% |
| YTD | +13.2% | -13.2% | +26.4% | +14.1% |
| 1Y | +37.9% | -7.8% | +45.7% | +37.9% |
| 3Y | +201.7% | +89.3% | +112.4% | +176.7% |
| 5Y | +240.0% | -15.8% | +255.9% | +212.3% |
| All | +240.0% | -15.9% | +255.9% | +212.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling