+124.8%
TROW vs WWD
+498.2%
-373.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.7% |
| 7D | -3.2% | -2.6% | -0.6% | -2.2% |
| 30D | -4.6% | -6.9% | +2.3% | -2.0% |
| 3M | -0.7% | -13.0% | +12.4% | +4.2% |
| 6M | +22.2% | -12.5% | +34.7% | +26.6% |
| YTD | +6.6% | +11.8% | -5.2% | -1.4% |
| 1Y | +5.8% | +41.1% | -35.2% | -12.5% |
| 3Y | +11.6% | +163.1% | -151.5% | -32.0% |
| 5Y | -38.9% | +187.6% | -226.6% | -65.1% |
| All | +124.8% | +498.2% | -373.4% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling