+566.3%
BKR vs BBWI
+930.0%
-363.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +1.0% |
| 7D | -1.5% | -4.4% | +2.9% | -0.6% |
| 30D | -0.7% | -7.4% | +6.7% | +0.7% |
| 3M | +0.5% | -2.2% | +2.7% | -0.2% |
| 6M | +6.6% | -16.3% | +22.9% | +8.1% |
| YTD | +41.3% | -9.1% | +50.4% | +39.5% |
| 1Y | +42.2% | -34.5% | +76.7% | +49.5% |
| 3Y | +83.4% | -47.0% | +130.4% | +93.5% |
| 5Y | +203.6% | -68.8% | +272.5% | +244.9% |
| 10Y | +139.9% | -57.4% | +197.3% | +110.2% |
| All | +566.3% | +930.0% | -363.7% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling