-3.4%
WY vs BURL
-9.4%
+6.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | +0.2% |
| 7D | -0.8% | +7.7% | -8.5% | -1.7% |
| 30D | +10.6% | -7.1% | +17.8% | +11.1% |
| 3M | -16.6% | -30.3% | +13.7% | -14.0% |
| 6M | -8.6% | -15.5% | +6.9% | -7.3% |
| YTD | -8.4% | -11.0% | +2.5% | -6.4% |
| All | -3.4% | -9.4% | +6.0% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling