+113.2%
WDC vs TROW
+17.3%
+95.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.0% | -12.7% | -8.4% |
| 7D | -18.3% | +8.2% | -26.6% | -20.3% |
| 30D | -26.7% | +8.3% | -35.0% | -28.5% |
| 3M | -40.9% | -1.6% | -39.4% | -40.5% |
| 6M | -26.8% | +11.9% | -38.6% | -32.4% |
| YTD | +88.2% | +14.3% | +73.8% | +70.7% |
| 1Y | +113.2% | +17.0% | +96.2% | +94.6% |
| All | +113.2% | +17.3% | +95.9% | +94.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling