+149.5%
BRKR vs WTW
+198.0%
-48.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.7% | -5.7% | -3.0% | -6.4% |
| 30D | -9.9% | -7.3% | -2.6% | -7.1% |
| 3M | -3.1% | +21.5% | -24.5% | -10.9% |
| 6M | +45.5% | +9.6% | +35.9% | +38.1% |
| YTD | +13.7% | -3.3% | +17.0% | +13.2% |
| 1Y | +67.4% | -6.1% | +73.6% | +68.5% |
| 3Y | -13.2% | +61.8% | -75.1% | -35.4% |
| 5Y | -39.5% | +42.7% | -82.2% | -52.5% |
| All | +149.5% | +198.0% | -48.6% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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