+24.9%
SW vs BRKR
-10.1%
+35.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.8% | +2.1% | -3.0% |
| 7D | -7.0% | -7.8% | +0.8% | -5.1% |
| 30D | -10.5% | -3.4% | -7.2% | -9.9% |
| 3M | +3.0% | -4.8% | +7.8% | +2.2% |
| 6M | +2.3% | +46.7% | -44.3% | -10.7% |
| YTD | +12.4% | +15.8% | -3.4% | +3.6% |
| 1Y | -4.2% | +75.4% | -79.6% | -21.7% |
| All | +24.9% | -10.1% | +35.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling