-21.9%
WY vs BURL
+95.8%
-117.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | 0.0% |
| 7D | -0.8% | +7.7% | -8.5% | -2.0% |
| 30D | +10.6% | -7.1% | +17.8% | +11.8% |
| 3M | -16.6% | -30.3% | +13.7% | -12.0% |
| 6M | -8.6% | -15.5% | +6.9% | -6.7% |
| YTD | -8.4% | -11.0% | +2.5% | -7.5% |
| 1Y | -5.1% | -8.4% | +3.3% | -4.9% |
| 3Y | -21.9% | +96.7% | -118.6% | -28.3% |
| All | -21.9% | +95.8% | -117.7% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling