+1,188.5%
WDC vs BKR
+125.3%
+1,063.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | -4.3% | -7.0% | +2.7% | -1.2% |
| 30D | -1.5% | -8.1% | +6.6% | +2.2% |
| 3M | -15.5% | -6.6% | -8.9% | -13.2% |
| 6M | +66.5% | +0.9% | +65.6% | +65.0% |
| YTD | +159.9% | +31.1% | +128.8% | +130.0% |
| 1Y | +366.0% | +27.7% | +338.2% | +314.8% |
| 3Y | +1,285.8% | +71.2% | +1,214.6% | +970.0% |
| 5Y | +925.6% | +177.6% | +747.9% | +502.1% |
| All | +1,188.5% | +125.3% | +1,063.3% | +550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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