+651.5%
WPM vs BURL
+1,051.1%
-399.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.2% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | +26.4% | -28.2% | +54.5% | +28.5% |
| 3M | +20.8% | -17.6% | +38.4% | +21.9% |
| 6M | +1.1% | -11.8% | +12.9% | +1.6% |
| YTD | +32.5% | -8.1% | +40.6% | +32.8% |
| 1Y | +51.5% | -12.0% | +63.5% | +52.0% |
| 3Y | +267.0% | +63.3% | +203.7% | +255.0% |
| 5Y | +250.1% | -10.8% | +260.9% | +239.4% |
| 10Y | +540.4% | +215.9% | +324.5% | +520.4% |
| All | +651.5% | +1,051.1% | -399.6% | +610.0% |
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