+50.4%
BKR vs SW
+755.0%
-704.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +1.7% | -5.1% | +6.8% | +2.2% |
| 30D | +3.3% | -4.6% | +7.9% | +3.7% |
| 3M | -3.6% | +9.4% | -13.0% | -4.6% |
| 6M | +5.0% | +3.5% | +1.5% | +4.3% |
| YTD | +40.9% | +22.0% | +18.9% | +37.9% |
| 1Y | +39.2% | +2.2% | +37.0% | +38.0% |
| 3Y | +83.7% | +19.6% | +64.2% | +78.9% |
| 5Y | +207.5% | -2.3% | +209.9% | +198.3% |
| 10Y | +136.3% | +181.4% | -45.0% | +114.4% |
| All | +50.4% | +755.0% | -704.6% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling