+0.8%
SWK vs TROW
+129.7%
-128.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -8.9% | -4.0% | -4.9% | -6.2% |
| 3M | +20.5% | +5.0% | +15.5% | +15.8% |
| 6M | +27.1% | +24.3% | +2.8% | +8.5% |
| YTD | +30.2% | +9.8% | +20.4% | +20.7% |
| 1Y | +24.8% | +6.4% | +18.3% | +18.2% |
| 3Y | +16.3% | +15.8% | +0.5% | +3.3% |
| 5Y | -40.1% | -37.3% | -2.8% | -21.7% |
| 10Y | +0.8% | +130.6% | -129.8% | -36.6% |
| All | +0.8% | +129.7% | -128.9% | -36.6% |
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 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