+9.4%
BKR vs SW
+730.4%
-720.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.5% | -5.9% | -7.2% |
| 7D | -15.2% | +4.7% | -19.9% | -15.6% |
| 30D | -19.1% | +5.0% | -24.1% | -19.5% |
| 3M | -24.8% | -7.3% | -17.5% | -24.4% |
| 6M | -31.6% | +15.0% | -46.6% | -32.6% |
| YTD | +2.5% | +18.5% | -16.0% | +0.5% |
| 1Y | -0.7% | +27.1% | -27.9% | -3.3% |
| 3Y | +39.1% | +49.3% | -10.3% | +33.6% |
| 5Y | +107.5% | -1.6% | +109.1% | +101.3% |
| 10Y | +46.8% | +185.4% | -138.5% | +33.4% |
| All | +9.4% | +730.4% | -720.9% | -3.7% |
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 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