+127.5%
TROW vs WST
+341.6%
-214.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.8% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -5.5% | -2.0% | -3.4% | -4.9% |
| 3M | +2.3% | +4.1% | -1.8% | +0.8% |
| 6M | +23.9% | +47.4% | -23.5% | +9.2% |
| YTD | +7.9% | +25.4% | -17.5% | -0.4% |
| 1Y | +6.1% | +35.3% | -29.2% | -5.0% |
| 3Y | +13.8% | -11.7% | +25.5% | +8.5% |
| 5Y | -38.2% | -24.0% | -14.2% | -40.3% |
| All | +127.5% | +341.6% | -214.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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