+10.5%
SHW vs TROW
-38.9%
+49.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.5% | -3.0% | -1.5% | -3.2% |
| 30D | -12.7% | -5.5% | -7.2% | -10.5% |
| 3M | +4.7% | +2.3% | +2.4% | +3.6% |
| 6M | -3.4% | +23.9% | -27.3% | -12.1% |
| YTD | -1.3% | +7.9% | -9.2% | -5.1% |
| 1Y | -10.4% | +6.1% | -16.5% | -13.4% |
| 3Y | +20.1% | +13.8% | +6.3% | +10.2% |
| 5Y | +10.5% | -38.2% | +48.7% | +19.7% |
| All | +10.5% | -38.9% | +49.4% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling