+6,626.7%
TROW vs BWA
+3,424.3%
+3,202.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | +0.4% | +4.3% | -3.9% | -1.7% |
| 30D | -4.0% | -2.9% | -1.1% | -3.0% |
| 3M | +5.0% | -12.4% | +17.4% | +10.7% |
| 6M | +24.3% | +28.6% | -4.2% | +7.4% |
| YTD | +9.8% | +48.2% | -38.5% | -14.0% |
| 1Y | +6.4% | +50.9% | -44.5% | -17.8% |
| 3Y | +15.8% | +72.2% | -56.4% | -18.8% |
| 5Y | -37.3% | +91.1% | -128.3% | -59.1% |
| 10Y | +130.6% | +144.0% | -13.4% | +20.1% |
| All | +6,626.7% | +3,424.3% | +3,202.4% | +946.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling