+1,328.4%
WDC vs BKR
+69.4%
+1,259.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.7% | +2.2% | -1.2% |
| 7D | +4.4% | -6.7% | +11.1% | +7.9% |
| 30D | +5.3% | -8.3% | +13.6% | +9.7% |
| 3M | -5.9% | -5.4% | -0.5% | -3.9% |
| 6M | +73.2% | +0.8% | +72.4% | +71.3% |
| YTD | +167.8% | +31.8% | +136.0% | +135.0% |
| 1Y | +386.0% | +28.6% | +357.4% | +328.4% |
| All | +1,328.4% | +69.4% | +1,259.0% | +1,051.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling