-38.3%
TROW vs WST
-27.5%
-10.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | -5.3% | -4.3% | -1.0% | -4.3% |
| 3M | +2.9% | +0.7% | +2.2% | +2.5% |
| 6M | +22.2% | +36.0% | -13.8% | +12.3% |
| YTD | +8.1% | +22.7% | -14.7% | +1.7% |
| 1Y | +5.8% | +34.1% | -28.3% | -3.3% |
| 3Y | +14.0% | -13.6% | +27.6% | +11.4% |
| 5Y | -38.3% | -26.0% | -12.3% | -41.4% |
| All | -38.3% | -27.5% | -10.7% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling