+573.9%
EWT vs TROW
+967.3%
-393.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -1.1% | -3.0% | +1.9% | +0.2% |
| 30D | +4.8% | -5.5% | +10.2% | +7.2% |
| 3M | +11.1% | +2.3% | +8.9% | +9.6% |
| 6M | +54.6% | +23.9% | +30.7% | +40.5% |
| YTD | +71.4% | +7.9% | +63.6% | +64.7% |
| 1Y | +82.1% | +6.1% | +76.0% | +76.0% |
| 3Y | +193.2% | +13.8% | +179.4% | +170.3% |
| 5Y | +146.1% | -38.2% | +184.3% | +183.9% |
| 10Y | +505.0% | +131.3% | +373.8% | +263.0% |
| All | +573.9% | +967.3% | -393.4% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling