+9.7%
BKR vs WAB
+46.5%
-36.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.9% |
| 7D | -8.8% | +4.5% | -13.3% | -10.0% |
| 30D | -13.1% | +1.1% | -14.2% | -13.3% |
| 3M | -18.9% | -1.3% | -17.6% | -18.6% |
| 6M | -27.2% | +12.7% | -40.0% | -30.9% |
| YTD | +10.7% | +38.7% | -28.0% | -7.1% |
| 1Y | +9.7% | +44.9% | -35.3% | -9.2% |
| All | +9.7% | +46.5% | -36.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling