+179.5%
SW vs TROW
+120.8%
+58.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.2% |
| 7D | -3.0% | -0.5% | -2.5% | -2.9% |
| 30D | +4.2% | +6.7% | -2.6% | +2.0% |
| 3M | -11.5% | -1.7% | -9.9% | -11.1% |
| 6M | +8.6% | +7.8% | +0.8% | +6.1% |
| YTD | +15.0% | +9.9% | +5.1% | +11.4% |
| 1Y | +25.7% | +8.7% | +16.9% | +22.1% |
| 3Y | +44.8% | +35.2% | +9.6% | +32.0% |
| 5Y | -1.7% | -37.5% | +35.7% | +3.5% |
| All | +179.5% | +120.8% | +58.7% | +125.7% |
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 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