-38.2%
TROW vs BWA
+86.5%
-124.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -5.5% | -5.5% | 0.0% | -3.6% |
| 3M | +2.3% | -7.6% | +9.9% | +4.8% |
| 6M | +23.9% | +25.0% | -1.0% | +10.4% |
| YTD | +7.9% | +47.0% | -39.1% | -13.7% |
| 1Y | +6.1% | +54.0% | -47.9% | -17.6% |
| 3Y | +13.8% | +70.7% | -56.9% | -19.2% |
| 5Y | -38.2% | +86.7% | -124.9% | -61.2% |
| All | -38.2% | +86.5% | -124.7% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling