+120.2%
BKR vs WAB
+296.8%
-176.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.2% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -8.1% | -4.1% | -4.1% | -6.1% |
| 3M | -6.6% | +8.2% | -14.8% | -11.6% |
| 6M | +0.9% | +15.4% | -14.5% | -8.4% |
| YTD | +31.1% | +33.1% | -2.1% | +9.6% |
| 1Y | +27.7% | +48.1% | -20.4% | 0.0% |
| 3Y | +71.2% | +167.7% | -96.5% | -6.4% |
| 5Y | +177.6% | +225.7% | -48.1% | +31.6% |
| All | +120.2% | +296.8% | -176.7% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling