+123.7%
BKR vs SW
-2.3%
+126.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | +3.8% | -2.9% | +6.7% | +4.1% |
| 30D | -10.3% | +5.0% | -15.3% | -10.8% |
| 3M | -21.7% | -13.7% | -8.0% | -20.5% |
| 6M | -23.8% | +8.0% | -31.8% | -25.0% |
| YTD | +10.3% | +14.0% | -3.7% | +7.4% |
| 1Y | +5.7% | +25.6% | -19.9% | +1.7% |
| 3Y | +52.6% | +40.1% | +12.5% | +47.3% |
| All | +123.7% | -2.3% | +126.0% | +113.7% |
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