+461.1%
WWD vs BURL
+247.8%
+213.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.8% |
| 7D | +0.4% | +5.9% | -5.4% | -1.5% |
| 30D | -0.4% | -8.3% | +7.9% | +2.1% |
| 3M | -6.1% | -31.6% | +25.6% | +5.0% |
| 6M | -9.5% | -16.6% | +7.1% | -5.8% |
| YTD | +10.8% | -12.1% | +22.9% | +13.4% |
| 1Y | +23.5% | -10.0% | +33.5% | +24.2% |
| 3Y | +151.3% | +94.3% | +57.0% | +85.3% |
| 5Y | +187.8% | -13.2% | +201.0% | +169.3% |
| 10Y | +461.1% | +252.5% | +208.6% | +290.9% |
| All | +461.1% | +247.8% | +213.3% | +290.9% |
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