-10.1%
SW vs BRKR
-39.5%
+29.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.8% | +2.1% | -3.1% |
| 7D | -7.0% | -7.8% | +0.8% | -5.2% |
| 30D | -10.5% | -3.4% | -7.2% | -9.9% |
| 3M | +3.0% | -4.8% | +7.8% | +2.4% |
| 6M | +2.3% | +46.7% | -44.3% | -9.8% |
| YTD | +12.4% | +15.8% | -3.4% | +4.4% |
| 1Y | -4.2% | +75.4% | -79.6% | -20.3% |
| 3Y | +22.7% | -10.3% | +33.0% | +15.3% |
| 5Y | -10.1% | -38.8% | +28.7% | -10.5% |
| All | -10.1% | -39.5% | +29.4% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling