+2.9%
WY vs BURL
+247.8%
-244.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | +0.2% | +5.9% | -5.7% | -1.5% |
| 30D | +8.0% | -8.3% | +16.3% | +10.7% |
| 3M | -17.7% | -31.6% | +14.0% | -8.3% |
| 6M | -10.8% | -16.6% | +5.8% | -7.0% |
| YTD | -10.6% | -12.1% | +1.5% | -8.9% |
| 1Y | -5.7% | -10.0% | +4.3% | -5.3% |
| 3Y | -24.8% | +94.3% | -119.1% | -44.4% |
| 5Y | -31.7% | -13.2% | -18.5% | -36.6% |
| 10Y | +2.9% | +252.5% | -249.6% | -34.4% |
| All | +2.9% | +247.8% | -244.9% | -34.4% |
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