+222.3%
WAB vs TROW
-39.3%
+261.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.6% |
| 7D | +0.1% | -3.2% | +3.3% | +1.6% |
| 30D | -4.1% | -4.6% | +0.5% | -2.1% |
| 3M | +8.2% | -0.7% | +8.8% | +7.8% |
| 6M | +15.4% | +22.2% | -6.8% | +4.4% |
| YTD | +33.1% | +6.6% | +26.5% | +27.6% |
| 1Y | +48.1% | +5.8% | +42.2% | +42.2% |
| 3Y | +167.7% | +11.6% | +156.1% | +146.3% |
| All | +222.3% | -39.3% | +261.7% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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