+114.1%
BKR vs SW
-2.6%
+116.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.6% | +3.7% |
| 7D | -13.3% | +2.3% | -15.6% | -13.6% |
| 30D | -13.6% | +6.8% | -20.4% | -14.3% |
| 3M | -23.4% | -5.2% | -18.2% | -23.1% |
| 6M | -27.9% | +7.4% | -35.4% | -29.0% |
| YTD | +6.3% | +17.4% | -11.1% | +3.1% |
| 1Y | +2.3% | +27.1% | -24.8% | -1.8% |
| 3Y | +45.1% | +47.9% | -2.8% | +39.1% |
| All | +114.1% | -2.6% | +116.7% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling