+4.7%
WY vs BRKR
+155.3%
-150.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -4.2% | -8.7% | +4.5% | -1.4% |
| 30D | -10.1% | -9.9% | -0.2% | -7.4% |
| 3M | -8.5% | -3.1% | -5.4% | -10.2% |
| 6M | -3.3% | +45.5% | -48.8% | -19.3% |
| YTD | -4.4% | +13.7% | -18.1% | -13.6% |
| 1Y | -11.5% | +67.4% | -78.9% | -31.9% |
| 3Y | -24.3% | -13.2% | -11.1% | -30.2% |
| 5Y | -21.3% | -39.5% | +18.2% | -17.4% |
| All | +4.7% | +155.3% | -150.6% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling