+51.9%
SWK vs TROW
+37.3%
+14.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.3% |
| 7D | -1.4% | +0.5% | -1.9% | -1.8% |
| 30D | +25.5% | +9.3% | +16.1% | +17.0% |
| 3M | +11.8% | -0.9% | +12.7% | +12.7% |
| 6M | +48.7% | +8.3% | +40.3% | +38.0% |
| YTD | +57.2% | +10.6% | +46.5% | +42.2% |
| 1Y | +75.3% | +10.5% | +64.7% | +58.4% |
| 3Y | +51.9% | +36.5% | +15.4% | +5.6% |
| All | +51.9% | +37.3% | +14.6% | +5.6% |
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 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