+417.4%
WDC vs TROW
+0.2%
+417.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +6.1% |
| 7D | +1.7% | -1.3% | +3.1% | +2.0% |
| 30D | -10.0% | -4.5% | -5.4% | -9.0% |
| 3M | -18.8% | +3.9% | -22.6% | -21.3% |
| 6M | +79.0% | +22.6% | +56.5% | +62.3% |
| YTD | +171.6% | +10.1% | +161.4% | +154.9% |
| 1Y | +417.4% | +3.6% | +413.8% | +377.8% |
| All | +417.4% | +0.2% | +417.2% | +377.8% |
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