+725.9%
WWD vs BURL
+987.9%
-262.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.0% | -5.1% |
| 7D | -2.6% | +3.5% | -6.0% | -3.6% |
| 30D | -7.7% | -9.3% | +1.6% | -5.3% |
| 3M | -17.7% | -32.1% | +14.4% | -8.6% |
| 6M | -15.9% | -19.8% | +3.9% | -11.6% |
| YTD | +1.8% | -13.2% | +14.9% | +4.4% |
| 1Y | +17.4% | -7.8% | +25.2% | +17.2% |
| 3Y | +137.1% | +89.3% | +47.8% | +81.8% |
| 5Y | +162.4% | -15.8% | +178.2% | +147.2% |
| 10Y | +452.5% | +262.2% | +190.3% | +258.2% |
| All | +725.9% | +987.9% | -262.0% | +354.7% |
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