+112.2%
WDAY vs TROW
+130.0%
-17.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | -5.2% | -3.2% | -2.0% | -3.5% |
| 30D | +5.9% | -4.6% | +10.5% | +8.6% |
| 3M | +42.3% | -0.7% | +42.9% | +42.5% |
| 6M | +34.7% | +22.2% | +12.5% | +20.5% |
| YTD | -13.5% | +6.6% | -20.2% | -17.2% |
| 1Y | -18.1% | +5.8% | -23.9% | -21.3% |
| 3Y | -26.4% | +11.6% | -38.0% | -33.5% |
| 5Y | -30.6% | -38.9% | +8.3% | -16.5% |
| All | +112.2% | +130.0% | -17.8% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling