+120.2%
BKR vs NWSA
+149.4%
-29.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -7.0% | -2.8% | -4.2% | -5.7% |
| 30D | -8.1% | +3.0% | -11.2% | -9.6% |
| 3M | -6.6% | +12.3% | -18.9% | -12.6% |
| 6M | +0.9% | +21.9% | -21.0% | -10.1% |
| YTD | +31.1% | +13.6% | +17.5% | +20.2% |
| 1Y | +27.7% | +0.5% | +27.2% | +24.4% |
| 3Y | +71.2% | +43.8% | +27.5% | +35.9% |
| 5Y | +177.6% | +41.2% | +136.5% | +111.8% |
| All | +120.2% | +149.4% | -29.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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