+120.2%
BKR vs W
+158.6%
-38.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -7.0% | -0.9% | -6.1% | -6.9% |
| 30D | -8.1% | -4.2% | -3.9% | -7.7% |
| 3M | -6.6% | +26.9% | -33.5% | -10.1% |
| 6M | +0.9% | +31.2% | -30.4% | -4.0% |
| YTD | +31.1% | -1.8% | +32.9% | +28.4% |
| 1Y | +27.7% | +9.3% | +18.4% | +22.7% |
| 3Y | +71.2% | +33.2% | +38.0% | +51.9% |
| 5Y | +177.6% | -62.4% | +240.0% | +165.4% |
| All | +120.2% | +158.6% | -38.4% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling