+184.4%
SW vs BRO
+313.9%
-129.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +2.2% | +1.6% | +0.5% | +1.7% |
| 30D | +7.4% | +14.6% | -7.2% | +3.6% |
| 3M | -5.9% | +0.9% | -6.8% | -6.4% |
| 6M | +9.0% | +28.3% | -19.4% | +1.4% |
| YTD | +18.1% | -8.9% | +27.0% | +20.3% |
| 1Y | +28.7% | -7.5% | +36.2% | +30.4% |
| 3Y | +48.8% | +0.9% | +47.8% | +46.3% |
| 5Y | +2.5% | +18.0% | -15.5% | -5.5% |
| 10Y | +184.4% | +310.2% | -125.8% | +120.6% |
| All | +184.4% | +313.9% | -129.5% | +120.6% |
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