+14,325.3%
TROW vs WST
+12,330.1%
+1,995.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.3% | +0.7% | -2.1% | -1.6% |
| 30D | -4.5% | -3.1% | -1.4% | -3.3% |
| 3M | +3.9% | +7.2% | -3.3% | +0.5% |
| 6M | +22.6% | +36.8% | -14.2% | +6.5% |
| YTD | +10.1% | +23.8% | -13.7% | -0.8% |
| 1Y | +3.6% | +37.8% | -34.2% | -11.6% |
| 3Y | +12.4% | -15.9% | +28.3% | +5.3% |
| 5Y | -37.5% | -25.8% | -11.7% | -39.9% |
| 10Y | +130.0% | +319.6% | -189.6% | -7.3% |
| All | +14,325.3% | +12,330.1% | +1,995.1% | +1,158.4% |
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 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