+471.2%
BKR vs BWA
+3,394.0%
-2,922.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.3% | -6.9% |
| 7D | -6.7% | -0.1% | -6.6% | -6.7% |
| 30D | -8.3% | -5.5% | -2.9% | -6.5% |
| 3M | -5.4% | -7.6% | +2.2% | -2.9% |
| 6M | +0.8% | +25.0% | -24.2% | -9.2% |
| YTD | +31.8% | +47.0% | -15.1% | +9.8% |
| 1Y | +28.6% | +54.0% | -25.4% | +4.6% |
| 3Y | +71.2% | +70.7% | +0.5% | +29.6% |
| 5Y | +179.2% | +86.7% | +92.6% | +97.6% |
| 10Y | +124.0% | +154.0% | -30.0% | +35.7% |
| All | +471.2% | +3,394.0% | -2,922.8% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling