+193.0%
WWD vs BURL
-7.5%
+200.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.6% |
| 7D | +8.2% | +0.4% | +7.7% | +8.1% |
| 30D | -0.2% | -4.3% | +4.2% | +0.6% |
| 3M | -8.4% | -28.8% | +20.4% | -2.2% |
| 6M | -9.5% | -12.8% | +3.3% | -7.9% |
| YTD | +10.1% | -12.8% | +22.9% | +12.2% |
| 1Y | +21.6% | -12.3% | +33.8% | +23.0% |
| 3Y | +149.6% | +92.7% | +56.9% | +110.1% |
| All | +193.0% | -7.5% | +200.5% | +180.7% |
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