+10,726.6%
WAT vs TROW
+3,440.2%
+7,286.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +2.3% | -4.5% | +6.9% | +4.0% |
| 3M | +8.7% | +3.9% | +4.9% | +7.0% |
| 6M | +28.3% | +22.6% | +5.7% | +19.4% |
| YTD | +7.8% | +10.1% | -2.4% | +3.7% |
| 1Y | +36.6% | +3.6% | +33.0% | +33.8% |
| 3Y | +45.7% | +12.4% | +33.3% | +38.4% |
| 5Y | -3.3% | -37.5% | +34.2% | +9.1% |
| 10Y | +162.1% | +130.0% | +32.2% | +89.1% |
| All | +10,726.6% | +3,440.2% | +7,286.4% | +3,377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling