-1.6%
SW vs TROW
-38.5%
+36.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.1% |
| 7D | +4.7% | +2.0% | +2.7% | +3.8% |
| 30D | +5.0% | +4.9% | +0.1% | +2.8% |
| 3M | -7.3% | -4.3% | -3.1% | -5.7% |
| 6M | +15.0% | +7.0% | +8.0% | +11.8% |
| YTD | +18.5% | +10.4% | +8.1% | +13.3% |
| 1Y | +27.1% | +11.8% | +15.4% | +20.8% |
| 3Y | +49.3% | +31.5% | +17.8% | +32.5% |
| 5Y | -1.6% | -38.3% | +36.7% | -0.6% |
| All | -1.6% | -38.5% | +36.8% | -0.6% |
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