+295.2%
WBD vs TROW
+537.8%
-242.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -0.7% | -3.2% | +2.4% | +0.8% |
| 30D | +1.4% | -4.6% | +6.0% | +3.7% |
| 3M | +4.4% | -0.7% | +5.0% | +3.9% |
| 6M | +0.8% | +22.2% | -21.4% | -9.5% |
| YTD | -2.7% | +6.6% | -9.3% | -7.3% |
| 1Y | +73.4% | +5.8% | +67.6% | +65.4% |
| 3Y | +142.1% | +11.6% | +130.5% | +125.4% |
| 5Y | +7.2% | -38.9% | +46.2% | +29.9% |
| 10Y | +14.2% | +128.5% | -114.3% | -27.1% |
| All | +295.2% | +537.8% | -242.6% | +53.3% |
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