+52.5%
BKR vs SW
+44.2%
+8.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.2% | +3.6% |
| 7D | -0.4% | -2.6% | +2.1% | 0.0% |
| 30D | -11.6% | +7.2% | -18.8% | -12.8% |
| 3M | -23.4% | -10.5% | -12.9% | -22.0% |
| 6M | -22.9% | +9.9% | -32.7% | -25.1% |
| YTD | +10.2% | +17.2% | -7.0% | +4.6% |
| 1Y | +2.5% | +26.5% | -24.0% | -4.5% |
| All | +52.5% | +44.2% | +8.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling