+94.8%
BKR vs W
+178.1%
-83.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.5% | +5.9% | -7.4% | -2.2% |
| 30D | -0.7% | -3.0% | +2.4% | -0.4% |
| 3M | +0.5% | +40.3% | -39.8% | -4.3% |
| 6M | +6.6% | +32.2% | -25.6% | +1.6% |
| YTD | +41.3% | -0.3% | +41.5% | +38.2% |
| 1Y | +42.2% | +16.2% | +26.0% | +35.9% |
| 3Y | +83.4% | +40.7% | +42.7% | +62.6% |
| 5Y | +203.6% | -62.3% | +266.0% | +188.3% |
| 10Y | +139.9% | +162.2% | -22.3% | +45.4% |
| All | +94.8% | +178.1% | -83.3% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling