+145.0%
WFC vs TROW
+130.0%
+14.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.7% |
| 7D | +0.4% | -3.2% | +3.5% | +2.3% |
| 30D | +1.5% | -4.6% | +6.1% | +4.4% |
| 3M | +10.2% | -0.7% | +10.9% | +9.7% |
| 6M | +18.8% | +22.2% | -3.4% | +3.6% |
| YTD | -1.5% | +6.6% | -8.2% | -7.0% |
| 1Y | +13.5% | +5.8% | +7.7% | +7.5% |
| 3Y | +135.0% | +11.6% | +123.3% | +111.0% |
| 5Y | +130.1% | -38.9% | +169.0% | +198.4% |
| All | +145.0% | +130.0% | +14.9% | +29.0% |
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