+458.6%
WWD vs BURL
+252.7%
+206.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.9% |
| 7D | +4.2% | +4.1% | +0.1% | +2.7% |
| 30D | -2.1% | -9.5% | +7.3% | +0.7% |
| 3M | -13.2% | -33.5% | +20.3% | -2.1% |
| 6M | -16.9% | -22.1% | +5.2% | -11.6% |
| YTD | +5.2% | -14.6% | +19.8% | +8.6% |
| 1Y | +20.6% | -8.4% | +29.0% | +20.4% |
| 3Y | +146.3% | +86.6% | +59.8% | +84.1% |
| 5Y | +171.3% | -17.2% | +188.5% | +158.1% |
| All | +458.6% | +252.7% | +206.0% | +295.8% |
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