+323.3%
TROW vs WU
-22.3%
+345.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.0% |
| 7D | -1.5% | -4.9% | +3.4% | +1.4% |
| 30D | -5.3% | -1.3% | -4.0% | -4.9% |
| 3M | +2.9% | -3.6% | +6.5% | +2.8% |
| 6M | +22.2% | -24.3% | +46.5% | +39.7% |
| YTD | +8.1% | -21.1% | +29.2% | +19.8% |
| 1Y | +5.8% | -10.3% | +16.1% | +7.2% |
| 3Y | +14.0% | -28.4% | +42.4% | +27.7% |
| 5Y | -38.3% | -51.2% | +12.9% | -15.3% |
| 10Y | +131.7% | -39.6% | +171.3% | +165.3% |
| All | +323.3% | -22.3% | +345.6% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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