+22.0%
WY vs BURL
+987.9%
-965.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | +0.2% |
| 7D | +9.5% | +3.5% | +6.0% | +8.5% |
| 30D | +16.3% | -9.3% | +25.6% | +19.3% |
| 3M | -15.5% | -32.1% | +16.6% | -6.7% |
| 6M | -7.1% | -19.8% | +12.7% | -2.5% |
| YTD | -6.3% | -13.2% | +6.9% | -4.3% |
| 1Y | -0.3% | -7.8% | +7.6% | -0.5% |
| 3Y | -23.5% | +89.3% | -112.8% | -40.7% |
| 5Y | -31.1% | -15.8% | -15.3% | -35.3% |
| 10Y | +9.9% | +262.2% | -252.3% | -26.6% |
| All | +22.0% | +987.9% | -965.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling