+14,391.6%
TROW vs WST
+15,134.9%
-743.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.2% |
| 7D | +0.5% | +4.2% | -3.7% | -1.2% |
| 30D | +9.3% | +11.2% | -1.9% | +4.8% |
| 3M | -0.9% | +20.4% | -21.3% | -8.3% |
| 6M | +8.3% | +37.9% | -29.5% | -5.6% |
| YTD | +10.6% | +51.8% | -41.2% | -8.4% |
| 1Y | +10.5% | +56.6% | -46.1% | -9.7% |
| 3Y | +36.5% | +24.2% | +12.3% | +8.0% |
| 5Y | -37.1% | +0.7% | -37.7% | -46.8% |
| 10Y | +125.2% | +456.3% | -331.1% | -19.3% |
| All | +14,391.6% | +15,134.9% | -743.3% | +1,062.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling