+286.8%
BRO vs SWK
+20.6%
+266.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.4% | -2.3% | -1.1% | -2.8% |
| 30D | +12.4% | +30.4% | -18.0% | +4.9% |
| 3M | +0.4% | +12.1% | -11.7% | -2.8% |
| 6M | +29.6% | +49.1% | -19.5% | +15.8% |
| YTD | -9.5% | +60.4% | -70.0% | -21.5% |
| 1Y | -9.9% | +78.3% | -88.2% | -24.2% |
| 3Y | +0.2% | +53.3% | -53.1% | -16.2% |
| 5Y | +16.3% | -27.0% | +43.2% | +21.8% |
| All | +286.8% | +20.6% | +266.2% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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