+831.9%
WWD vs BURL
+1,051.1%
-219.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.3% |
| 7D | +1.3% | -2.8% | +4.1% | +2.1% |
| 30D | -7.2% | -28.2% | +21.0% | +1.9% |
| 3M | -3.8% | -17.6% | +13.8% | +1.1% |
| 6M | -9.9% | -11.8% | +1.9% | -7.5% |
| YTD | +14.8% | -8.1% | +23.0% | +16.4% |
| 1Y | +42.1% | -12.0% | +54.0% | +44.1% |
| 3Y | +170.8% | +63.3% | +107.5% | +118.0% |
| 5Y | +197.5% | -10.8% | +208.3% | +175.9% |
| 10Y | +477.8% | +215.9% | +261.9% | +283.4% |
| All | +831.9% | +1,051.1% | -219.2% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling