+11.6%
TROW vs NWSA
+43.3%
-31.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.2% | -2.8% | -0.4% | -1.7% |
| 30D | -4.6% | +3.0% | -7.6% | -6.2% |
| 3M | -0.7% | +12.3% | -13.0% | -7.4% |
| 6M | +22.2% | +21.9% | +0.3% | +8.0% |
| YTD | +6.6% | +13.6% | -6.9% | -1.8% |
| 1Y | +5.8% | +0.5% | +5.3% | +5.2% |
| 3Y | +11.6% | +43.8% | -32.1% | -13.6% |
| All | +11.6% | +43.3% | -31.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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