+124.8%
TROW vs BBWI
-55.0%
+179.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -2.6% |
| 7D | -3.2% | -4.8% | +1.6% | -2.3% |
| 30D | -4.6% | +3.5% | -8.1% | -5.7% |
| 3M | -0.7% | -0.3% | -0.3% | -1.5% |
| 6M | +22.2% | -5.4% | +27.6% | +21.3% |
| YTD | +6.6% | -4.7% | +11.4% | +5.1% |
| 1Y | +5.8% | -30.5% | +36.3% | +10.4% |
| 3Y | +11.6% | -44.3% | +55.9% | +18.2% |
| 5Y | -38.9% | -66.9% | +27.9% | -30.3% |
| All | +124.8% | -55.0% | +179.8% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling