+28.2%
SW vs BRO
-7.9%
+36.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | +1.8% | -1.0% | +2.8% | +2.0% |
| 30D | +7.0% | +13.2% | -6.2% | +4.9% |
| 3M | -7.6% | -0.1% | -7.5% | -7.7% |
| 6M | +8.5% | +26.8% | -18.2% | +5.8% |
| YTD | +17.7% | -10.0% | +27.7% | +25.5% |
| All | +28.2% | -7.9% | +36.1% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling