-39.0%
TROW vs WCN
+24.9%
-63.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -3.2% | -3.1% | -0.1% | -1.9% |
| 30D | -4.6% | -3.4% | -1.2% | -3.3% |
| 3M | -0.7% | +3.0% | -3.6% | -2.3% |
| 6M | +22.2% | -3.8% | +26.0% | +23.3% |
| YTD | +6.6% | -8.3% | +14.9% | +9.9% |
| 1Y | +5.8% | -9.7% | +15.6% | +9.7% |
| 3Y | +11.6% | +17.2% | -5.5% | -3.7% |
| All | -39.0% | +24.9% | -63.9% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling