+173.2%
BKR vs BBWI
-69.2%
+242.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.5% |
| 7D | -6.7% | -8.0% | +1.4% | -5.8% |
| 30D | -8.3% | -6.6% | -1.7% | -7.8% |
| 3M | -5.4% | -2.7% | -2.7% | -5.8% |
| 6M | +0.8% | -12.8% | +13.6% | +1.3% |
| YTD | +31.8% | -10.5% | +42.3% | +31.3% |
| 1Y | +28.6% | -35.3% | +63.9% | +33.8% |
| 3Y | +71.2% | -47.7% | +119.0% | +79.1% |
| All | +173.2% | -69.2% | +242.3% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling