+11.6%
TROW vs WWD
+167.6%
-156.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.5% |
| 7D | -3.2% | -2.6% | -0.6% | -2.5% |
| 30D | -4.6% | -6.9% | +2.3% | -2.9% |
| 3M | -0.7% | -13.0% | +12.4% | +2.5% |
| 6M | +22.2% | -12.5% | +34.7% | +25.2% |
| YTD | +6.6% | +11.8% | -5.2% | +0.1% |
| 1Y | +5.8% | +41.1% | -35.2% | -9.8% |
| 3Y | +11.6% | +163.1% | -151.5% | -29.9% |
| All | +11.6% | +167.6% | -156.0% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling