+542.3%
WPM vs BURL
+987.9%
-445.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.7% | +0.9% |
| 7D | +7.5% | +3.5% | +4.0% | +7.3% |
| 30D | -3.8% | -9.3% | +5.5% | -3.3% |
| 3M | +8.0% | -32.1% | +40.1% | +10.1% |
| 6M | +6.1% | -19.8% | +25.9% | +7.0% |
| YTD | +13.2% | -13.2% | +26.4% | +13.7% |
| 1Y | +37.9% | -7.8% | +45.7% | +38.0% |
| 3Y | +201.7% | +89.3% | +112.4% | +190.2% |
| 5Y | +240.0% | -15.8% | +255.9% | +230.4% |
| 10Y | +531.0% | +262.2% | +268.8% | +512.8% |
| All | +542.3% | +987.9% | -445.6% | +508.3% |
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