+127.9%
TROW vs NWSA
+121.1%
+6.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.2% | -2.8% | -0.4% | -1.8% |
| 30D | -4.6% | +3.0% | -7.6% | -6.2% |
| 3M | -0.7% | +12.3% | -13.0% | -7.0% |
| 6M | +22.2% | +21.9% | +0.3% | +9.2% |
| YTD | +6.6% | +13.6% | -6.9% | -1.5% |
| 1Y | +5.8% | +0.5% | +5.3% | +3.9% |
| 3Y | +11.6% | +43.8% | -32.1% | -9.5% |
| 5Y | -38.9% | +41.2% | -80.1% | -51.0% |
| 10Y | +128.5% | +148.6% | -20.1% | +28.0% |
| All | +127.9% | +121.1% | +6.8% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling