+6.5%
WY vs BURL
+217.6%
-211.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | 0.0% |
| 7D | -1.7% | -2.8% | +1.1% | -0.9% |
| 30D | -10.1% | -28.2% | +18.1% | -0.9% |
| 3M | -5.1% | -17.6% | +12.5% | 0.0% |
| 6M | -4.8% | -11.8% | +7.0% | -2.3% |
| YTD | -0.2% | -8.1% | +7.9% | +0.7% |
| 1Y | -6.6% | -12.0% | +5.3% | -5.5% |
| 3Y | -22.7% | +63.3% | -86.0% | -39.2% |
| 5Y | -22.2% | -10.8% | -11.4% | -28.1% |
| All | +6.5% | +217.6% | -211.2% | -31.8% |
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