+11.6%
TROW vs WSM
+230.1%
-218.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -4.6% | -7.7% | +3.1% | -2.6% |
| 3M | -0.7% | +3.8% | -4.4% | -1.7% |
| 6M | +22.2% | +22.7% | -0.5% | +15.3% |
| YTD | +6.6% | +28.0% | -21.4% | -0.6% |
| 1Y | +5.8% | +12.7% | -6.9% | +1.6% |
| 3Y | +11.6% | +231.3% | -219.7% | -20.4% |
| All | +11.6% | +230.1% | -218.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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