+185.0%
SW vs BRO
+294.2%
-109.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.6% | -3.4% | +0.8% | -1.7% |
| 30D | +7.2% | +12.4% | -5.2% | +3.9% |
| 3M | -10.5% | +0.4% | -10.9% | -10.7% |
| 6M | +9.9% | +29.6% | -19.7% | +2.0% |
| YTD | +17.2% | -9.5% | +26.8% | +19.6% |
| 1Y | +26.5% | -9.9% | +36.4% | +29.2% |
| 3Y | +47.7% | +0.2% | +47.4% | +45.4% |
| 5Y | +0.2% | +16.3% | -16.1% | -7.3% |
| All | +185.0% | +294.2% | -109.2% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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