+27,619.7%
BRO vs SWK
+1,547.3%
+26,072.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.4% | -2.3% | -1.1% | -2.9% |
| 30D | +12.4% | +30.4% | -18.0% | +5.1% |
| 3M | +0.4% | +12.1% | -11.7% | -2.7% |
| 6M | +29.6% | +49.1% | -19.5% | +16.3% |
| YTD | -9.5% | +60.4% | -70.0% | -21.0% |
| 1Y | -9.9% | +78.3% | -88.2% | -23.6% |
| 3Y | +0.2% | +53.3% | -53.1% | -15.2% |
| 5Y | +16.3% | -27.0% | +43.2% | +16.7% |
| 10Y | +297.2% | +20.8% | +276.3% | +232.3% |
| All | +27,619.7% | +1,547.3% | +26,072.5% | +14,379.2% |
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