+127.9%
WFC vs TROW
-38.9%
+166.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +0.3% | -3.0% | +3.3% | +1.7% |
| 30D | +2.3% | -5.5% | +7.7% | +4.9% |
| 3M | +9.8% | +2.3% | +7.5% | +7.9% |
| 6M | +15.6% | +23.9% | -8.4% | +3.1% |
| YTD | -2.4% | +7.9% | -10.3% | -7.2% |
| 1Y | +13.8% | +6.1% | +7.7% | +9.1% |
| 3Y | +134.6% | +13.8% | +120.8% | +115.0% |
| 5Y | +127.9% | -38.2% | +166.1% | +170.4% |
| All | +127.9% | -38.9% | +166.8% | +170.4% |
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