+13.4%
BRO vs SWK
-28.9%
+42.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.8% |
| 7D | -5.1% | -2.0% | -3.2% | -4.8% |
| 30D | +10.4% | +24.6% | -14.2% | +6.4% |
| 3M | -0.5% | +10.8% | -11.3% | -2.3% |
| 6M | +27.1% | +46.1% | -19.0% | +18.7% |
| YTD | -10.6% | +56.8% | -67.4% | -18.0% |
| 1Y | -11.1% | +72.7% | -83.9% | -20.1% |
| 3Y | -1.0% | +49.9% | -50.8% | -11.6% |
| 5Y | +13.4% | -30.9% | +44.3% | +32.6% |
| All | +13.4% | -28.9% | +42.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling