+466.3%
WWD vs BURL
+254.9%
+211.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +3.7% | -0.8% | +4.5% | +4.0% |
| 30D | +1.8% | -4.4% | +6.2% | +3.1% |
| 3M | -5.0% | -28.6% | +23.6% | +4.8% |
| 6M | -8.4% | -12.3% | +3.9% | -6.1% |
| YTD | +12.3% | -11.3% | +23.5% | +14.6% |
| 1Y | +26.2% | -10.4% | +36.7% | +27.2% |
| 3Y | +154.6% | +96.1% | +58.5% | +87.2% |
| 5Y | +195.3% | -5.0% | +200.3% | +166.2% |
| 10Y | +466.3% | +251.8% | +214.5% | +293.4% |
| All | +466.3% | +254.9% | +211.4% | +293.4% |
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