+120.2%
BKR vs BWA
+156.8%
-36.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.3% |
| 7D | -7.0% | -1.3% | -5.7% | -6.5% |
| 30D | -8.1% | -2.9% | -5.2% | -7.1% |
| 3M | -6.6% | -10.7% | +4.1% | -2.1% |
| 6M | +0.9% | +26.5% | -25.6% | -11.4% |
| YTD | +31.1% | +49.1% | -18.0% | +4.3% |
| 1Y | +27.7% | +52.1% | -24.3% | +0.1% |
| 3Y | +71.2% | +72.6% | -1.3% | +20.9% |
| 5Y | +177.6% | +89.4% | +88.2% | +77.7% |
| All | +120.2% | +156.8% | -36.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling