+282.6%
WDAY vs TROW
+181.7%
+100.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.7% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | +3.7% | -4.0% | +7.7% | +6.1% |
| 3M | +29.6% | +5.0% | +24.6% | +25.8% |
| 6M | +23.3% | +24.3% | -1.0% | +8.8% |
| YTD | -13.3% | +9.8% | -23.0% | -18.4% |
| 1Y | -19.6% | +6.4% | -26.1% | -23.2% |
| 3Y | -25.7% | +15.8% | -41.5% | -34.5% |
| 5Y | -31.6% | -37.3% | +5.7% | -17.5% |
| 10Y | +109.9% | +130.6% | -20.7% | +10.6% |
| All | +282.6% | +181.7% | +100.9% | +105.2% |
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