+722.5%
SW vs BRO
+795.6%
-73.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | +2.3% | +3.6% | -1.3% | +1.7% |
| 30D | +6.8% | +17.1% | -10.4% | +4.1% |
| 3M | -5.2% | +1.8% | -7.0% | -5.6% |
| 6M | +7.4% | +28.5% | -21.1% | +3.0% |
| YTD | +17.4% | -8.6% | +26.0% | +18.5% |
| 1Y | +27.1% | -4.7% | +31.8% | +27.4% |
| 3Y | +47.9% | +4.0% | +43.8% | +46.5% |
| 5Y | -2.6% | +20.7% | -23.3% | -6.2% |
| 10Y | +182.7% | +333.0% | -150.3% | +147.2% |
| All | +722.5% | +795.6% | -73.1% | +660.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling