+209.4%
BKR vs SW
-2.3%
+211.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +1.7% | -5.1% | +6.8% | +2.3% |
| 30D | +3.3% | -4.6% | +7.9% | +3.8% |
| 3M | -3.6% | +9.4% | -13.0% | -5.0% |
| 6M | +5.0% | +3.5% | +1.5% | +3.9% |
| YTD | +40.9% | +22.0% | +18.9% | +36.4% |
| 1Y | +39.2% | +2.2% | +37.0% | +37.3% |
| 3Y | +83.7% | +19.6% | +64.2% | +78.4% |
| All | +209.4% | -2.3% | +211.7% | +196.1% |
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 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