+147.8%
SW vs TROW
+130.7%
+17.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | -5.1% | -1.3% | -3.8% | -4.7% |
| 30D | -4.6% | -4.5% | -0.1% | -3.2% |
| 3M | +9.4% | +3.9% | +5.5% | +8.2% |
| 6M | +3.5% | +22.6% | -19.1% | -2.5% |
| YTD | +22.0% | +10.1% | +11.9% | +18.3% |
| 1Y | +2.2% | +3.6% | -1.4% | +0.9% |
| 3Y | +19.6% | +12.4% | +7.2% | +14.2% |
| 5Y | -2.3% | -37.5% | +35.2% | +2.6% |
| All | +147.8% | +130.7% | +17.0% | +106.5% |
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