+1,036.6%
TROW vs WCC
+1,734.6%
-698.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -1.5% | +6.8% | -8.3% | -3.6% |
| 30D | -5.3% | -3.0% | -2.3% | -4.6% |
| 3M | +2.9% | +0.2% | +2.7% | +1.6% |
| 6M | +22.2% | +33.2% | -11.0% | +8.8% |
| YTD | +8.1% | +45.8% | -37.7% | -7.1% |
| 1Y | +5.8% | +68.4% | -62.6% | -13.9% |
| 3Y | +14.0% | +131.1% | -117.1% | -20.2% |
| 5Y | -38.3% | +225.6% | -263.9% | -62.7% |
| 10Y | +131.7% | +534.2% | -402.5% | +1.1% |
| All | +1,036.6% | +1,734.6% | -698.1% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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