+957.1%
WDC vs TROW
-38.9%
+996.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.3% |
| 7D | +4.4% | -3.0% | +7.4% | +6.3% |
| 30D | +5.3% | -5.5% | +10.7% | +8.7% |
| 3M | -5.9% | +2.3% | -8.2% | -8.8% |
| 6M | +73.2% | +23.9% | +49.3% | +48.6% |
| YTD | +167.8% | +7.9% | +160.0% | +150.7% |
| 1Y | +386.0% | +6.1% | +379.9% | +355.4% |
| 3Y | +1,309.7% | +13.8% | +1,295.9% | +1,136.3% |
| 5Y | +957.1% | -38.2% | +995.3% | +1,154.3% |
| All | +957.1% | -38.9% | +996.0% | +1,154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling