-38.2%
TROW vs WWD
+187.1%
-225.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -3.0% | -2.9% | -0.1% | -2.0% |
| 30D | -5.5% | -6.6% | +1.1% | -3.3% |
| 3M | +2.3% | -9.3% | +11.6% | +5.0% |
| 6M | +23.9% | -13.6% | +37.5% | +28.6% |
| YTD | +7.9% | +10.4% | -2.5% | +0.1% |
| 1Y | +6.1% | +39.9% | -33.7% | -12.5% |
| 3Y | +13.8% | +165.0% | -151.2% | -34.0% |
| 5Y | -38.2% | +183.8% | -222.0% | -68.1% |
| All | -38.2% | +187.1% | -225.3% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling