+49.5%
SWK vs TROW
+31.0%
+18.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +11.0% | +4.3% | +6.7% | +7.6% |
| 30D | +30.1% | +4.2% | +25.9% | +26.0% |
| 3M | +14.7% | -3.4% | +18.1% | +18.1% |
| 6M | +44.5% | +4.7% | +39.8% | +38.1% |
| YTD | +59.4% | +10.1% | +49.3% | +44.7% |
| 1Y | +77.5% | +11.7% | +65.8% | +58.9% |
| 3Y | +49.5% | +32.5% | +17.0% | +7.1% |
| All | +49.5% | +31.0% | +18.4% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling