+4.3%
WY vs BURL
+252.7%
-248.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.5% |
| 7D | +3.1% | +4.1% | -1.0% | +1.9% |
| 30D | +13.0% | -9.5% | +22.4% | +16.3% |
| 3M | -16.8% | -33.5% | +16.7% | -6.6% |
| 6M | -11.2% | -22.1% | +10.9% | -5.5% |
| YTD | -9.1% | -14.6% | +5.5% | -6.5% |
| 1Y | -4.8% | -8.4% | +3.6% | -5.0% |
| 3Y | -25.3% | +86.6% | -111.8% | -44.1% |
| 5Y | -33.2% | -17.2% | -16.0% | -36.9% |
| All | +4.3% | +252.7% | -248.4% | -33.3% |
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