+280.4%
SHW vs TROW
+130.0%
+150.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -3.1% | -3.2% | +0.1% | -1.8% |
| 30D | -10.0% | -4.6% | -5.4% | -8.2% |
| 3M | +2.3% | -0.7% | +2.9% | +2.5% |
| 6M | +0.7% | +22.2% | -21.5% | -7.8% |
| YTD | +0.5% | +6.6% | -6.1% | -2.8% |
| 1Y | -11.5% | +5.8% | -17.3% | -14.3% |
| 3Y | +21.3% | +11.6% | +9.7% | +12.7% |
| 5Y | +12.5% | -38.9% | +51.5% | +30.2% |
| All | +280.4% | +130.0% | +150.4% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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