+124.8%
TROW vs WCN
+235.9%
-111.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.2% | -3.1% | -0.1% | -1.3% |
| 30D | -4.6% | -3.4% | -1.2% | -2.6% |
| 3M | -0.7% | +3.0% | -3.6% | -3.0% |
| 6M | +22.2% | -3.8% | +26.0% | +23.4% |
| YTD | +6.6% | -8.3% | +14.9% | +10.6% |
| 1Y | +5.8% | -9.7% | +15.6% | +10.4% |
| 3Y | +11.6% | +17.2% | -5.5% | -6.1% |
| 5Y | -38.9% | +25.3% | -64.2% | -52.0% |
| All | +124.8% | +235.9% | -111.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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