+14,297.2%
TROW vs WST
+14,947.6%
-650.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -0.5% | +4.9% | -5.3% | -2.3% |
| 30D | +6.7% | +10.7% | -4.0% | +2.5% |
| 3M | -1.7% | +16.8% | -18.5% | -7.9% |
| 6M | +7.8% | +32.0% | -24.1% | -4.4% |
| YTD | +9.9% | +49.9% | -40.0% | -8.5% |
| 1Y | +8.7% | +50.6% | -41.9% | -9.8% |
| 3Y | +35.2% | +21.4% | +13.8% | +8.1% |
| 5Y | -37.5% | -0.6% | -36.9% | -46.9% |
| 10Y | +123.7% | +449.4% | -325.7% | -19.4% |
| All | +14,297.2% | +14,947.6% | -650.4% | +1,060.3% |
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