-0.6%
SW vs BROS
+43.3%
-43.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.1% |
| 7D | -5.1% | -6.7% | +1.6% | -4.1% |
| 30D | -4.6% | -29.1% | +24.5% | +0.1% |
| 3M | +9.4% | -16.7% | +26.1% | +11.9% |
| 6M | +3.5% | -11.6% | +15.1% | +4.5% |
| YTD | +22.0% | -23.9% | +45.9% | +25.6% |
| 1Y | +2.2% | -34.8% | +37.0% | +7.1% |
| 3Y | +19.6% | +62.1% | -42.5% | +11.1% |
| All | -0.6% | +43.3% | -43.9% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling