+173.2%
BKR vs WAT
-5.1%
+178.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.5% |
| 7D | -6.7% | -2.9% | -3.8% | -6.1% |
| 30D | -8.3% | -3.2% | -5.1% | -7.8% |
| 3M | -5.4% | +10.6% | -16.0% | -7.4% |
| 6M | +0.8% | +34.0% | -33.2% | -5.7% |
| YTD | +31.8% | +5.7% | +26.1% | +29.4% |
| 1Y | +28.6% | +37.1% | -8.5% | +18.6% |
| 3Y | +71.2% | +52.4% | +18.8% | +52.1% |
| All | +173.2% | -5.1% | +178.2% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling