-39.0%
TROW vs WY
-22.2%
-16.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.2% | -4.2% | +1.0% | -0.8% |
| 30D | -4.6% | -10.1% | +5.5% | +1.4% |
| 3M | -0.7% | -8.5% | +7.8% | +3.5% |
| 6M | +22.2% | -3.3% | +25.5% | +22.3% |
| YTD | +6.6% | -4.4% | +11.0% | +6.4% |
| 1Y | +5.8% | -11.5% | +17.3% | +10.8% |
| 3Y | +11.6% | -24.3% | +35.9% | +27.2% |
| All | -39.0% | -22.2% | -16.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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