+20.8%
SWK vs TROW
+130.0%
-109.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.3% | -1.7% | -0.6% | -1.1% |
| 30D | +30.4% | +6.4% | +24.0% | +25.0% |
| 3M | +12.1% | -1.5% | +13.6% | +13.5% |
| 6M | +49.1% | +8.3% | +40.8% | +40.4% |
| YTD | +60.4% | +12.4% | +48.0% | +46.4% |
| 1Y | +78.3% | +12.4% | +65.9% | +62.7% |
| 3Y | +53.3% | +38.3% | +15.0% | +20.8% |
| 5Y | -27.0% | -35.2% | +8.2% | -6.1% |
| 10Y | +20.8% | +128.8% | -108.0% | -20.4% |
| All | +20.8% | +130.0% | -109.2% | -20.4% |
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