+8.0%
TROW vs WOLF
+39.8%
-31.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.7% | +7.6% | 0.0% |
| 7D | -3.0% | -6.2% | +3.2% | -2.8% |
| 30D | -5.5% | -16.5% | +11.0% | -5.1% |
| 3M | +2.3% | -42.0% | +44.3% | +3.1% |
| 6M | +23.9% | +51.8% | -27.9% | +18.0% |
| YTD | +7.9% | +44.6% | -36.7% | +2.7% |
| All | +8.0% | +39.8% | -31.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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