-35.2%
TROW vs WST
+1.5%
-36.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.7% | +1.1% | -2.7% | -1.9% |
| 30D | +6.4% | +12.4% | -5.9% | +3.5% |
| 3M | -1.5% | +17.6% | -19.1% | -5.4% |
| 6M | +8.3% | +28.3% | -20.0% | +1.4% |
| YTD | +12.4% | +50.5% | -38.1% | +0.5% |
| 1Y | +12.4% | +49.4% | -37.0% | +0.6% |
| 3Y | +38.3% | +21.9% | +16.4% | +19.8% |
| 5Y | -35.2% | +0.4% | -35.5% | -43.5% |
| All | -35.2% | +1.5% | -36.7% | -43.5% |
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