+55.5%
BKR vs WM
+330.8%
-275.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +3.8% | +3.2% | +0.6% | +2.0% |
| 30D | -10.3% | +13.0% | -23.3% | -16.7% |
| 3M | -21.7% | +9.2% | -30.9% | -26.0% |
| 6M | -23.8% | +13.6% | -37.4% | -30.4% |
| YTD | +10.3% | +12.4% | -2.1% | +0.7% |
| 1Y | +5.7% | +21.2% | -15.5% | -8.1% |
| 3Y | +52.6% | +48.7% | +4.0% | +11.5% |
| 5Y | +127.1% | +61.9% | +65.2% | +51.8% |
| All | +55.5% | +330.8% | -275.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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