+20.9%
BRO vs SWK
-40.1%
+61.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -4.1% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -4.3% | -8.9% | +4.6% | -2.8% |
| 3M | +17.8% | +20.5% | -2.7% | +13.7% |
| 6M | -6.8% | +27.1% | -33.9% | -11.2% |
| YTD | -13.8% | +30.2% | -44.0% | -18.5% |
| 1Y | -27.8% | +24.8% | -52.6% | -31.4% |
| 3Y | -4.7% | +16.3% | -21.0% | -10.9% |
| All | +20.9% | -40.1% | +61.0% | +44.8% |
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