+56.4%
BKR vs SW
+182.3%
-125.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.2% | +3.5% |
| 7D | -0.4% | -2.6% | +2.1% | -0.1% |
| 30D | -11.6% | +7.2% | -18.8% | -12.6% |
| 3M | -23.4% | -10.5% | -12.9% | -22.3% |
| 6M | -22.9% | +9.9% | -32.7% | -24.5% |
| YTD | +10.2% | +17.2% | -7.0% | +6.2% |
| 1Y | +2.5% | +26.5% | -24.0% | -2.4% |
| 3Y | +53.1% | +47.7% | +5.5% | +41.3% |
| 5Y | +127.1% | +0.2% | +126.9% | +113.8% |
| 10Y | +56.4% | +182.3% | -125.9% | +27.9% |
| All | +56.4% | +182.3% | -125.9% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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