+175.0%
WWD vs BURL
-17.2%
+192.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +3.7% |
| 7D | +4.2% | +4.1% | +0.1% | +3.2% |
| 30D | -2.1% | -9.5% | +7.3% | -0.3% |
| 3M | -13.2% | -33.5% | +20.3% | -6.0% |
| 6M | -16.9% | -22.1% | +5.2% | -13.4% |
| YTD | +5.2% | -14.6% | +19.8% | +7.7% |
| 1Y | +20.6% | -8.4% | +29.0% | +20.8% |
| 3Y | +146.3% | +86.6% | +59.8% | +108.9% |
| All | +175.0% | -17.2% | +192.1% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling