+5.8%
TROW vs WWD
+41.6%
-35.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.3% |
| 7D | -3.2% | -2.6% | -0.6% | -2.9% |
| 30D | -4.6% | -6.9% | +2.3% | -4.0% |
| 3M | -0.7% | -13.0% | +12.4% | +0.5% |
| 6M | +22.2% | -12.5% | +34.7% | +23.0% |
| YTD | +6.6% | +11.8% | -5.2% | +5.0% |
| 1Y | +5.8% | +41.1% | -35.2% | +0.7% |
| All | +5.8% | +41.6% | -35.7% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling