-3.5%
SW vs BROS
+6.4%
-9.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.4% | +19.9% | +1.7% |
| 7D | +4.7% | -21.4% | +26.1% | +8.0% |
| 30D | +5.0% | -11.5% | +16.5% | +6.3% |
| 3M | -7.3% | -47.4% | +40.0% | +1.0% |
| 6M | +15.0% | -39.5% | +54.5% | +22.4% |
| YTD | +18.5% | -43.5% | +62.0% | +26.8% |
| 1Y | +27.1% | -37.8% | +64.9% | +34.0% |
| 3Y | +49.3% | +30.5% | +18.8% | +43.3% |
| 5Y | -1.6% | -49.1% | +47.5% | -1.8% |
| All | -3.5% | +6.4% | -9.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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