+27,561.0%
BRO vs SWK
+1,275.2%
+26,285.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | +0.9% | -5.7% | +6.6% | +2.3% |
| 3M | +24.8% | +24.1% | +0.7% | +17.5% |
| 6M | -0.1% | +24.7% | -24.8% | -6.6% |
| YTD | -9.7% | +33.9% | -43.7% | -17.4% |
| 1Y | -24.5% | +34.7% | -59.2% | -31.4% |
| 3Y | -1.6% | +15.3% | -16.9% | -10.4% |
| 5Y | +25.6% | -39.3% | +64.9% | +32.2% |
| 10Y | +309.8% | +2.5% | +307.4% | +258.0% |
| All | +27,561.0% | +1,275.2% | +26,285.9% | +15,045.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling