+115.4%
TROW vs WST
+449.7%
-334.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -0.5% | +4.9% | -5.3% | -1.9% |
| 30D | +6.7% | +10.7% | -4.0% | +3.6% |
| 3M | -1.7% | +16.8% | -18.5% | -6.3% |
| 6M | +7.8% | +32.0% | -24.1% | -1.3% |
| YTD | +9.9% | +49.9% | -40.0% | -4.0% |
| 1Y | +8.7% | +50.6% | -41.9% | -5.3% |
| 3Y | +35.2% | +21.4% | +13.8% | +14.7% |
| 5Y | -37.5% | -0.6% | -36.9% | -44.7% |
| All | +115.4% | +449.7% | -334.3% | -0.7% |
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