-2.0%
SW vs BROS
+35.4%
-37.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.1% | +3.9% |
| 7D | +12.1% | +2.5% | +9.6% | +11.7% |
| 30D | +6.6% | +15.1% | -8.5% | +4.2% |
| 3M | -6.0% | -31.4% | +25.4% | -1.1% |
| 6M | +21.5% | -22.6% | +44.1% | +25.2% |
| YTD | +20.3% | -28.1% | +48.5% | +24.7% |
| 1Y | +28.1% | -20.3% | +48.4% | +30.8% |
| 3Y | +51.6% | +66.1% | -14.5% | +41.0% |
| 5Y | -0.1% | -36.9% | +36.8% | -3.2% |
| All | -2.0% | +35.4% | -37.3% | -15.6% |
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