+8,627.7%
WFC vs TROW
+14,446.5%
-5,818.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +3.8% | -1.3% | +5.1% | +4.4% |
| 30D | +1.5% | -4.5% | +6.0% | +3.7% |
| 3M | +10.9% | +3.9% | +7.0% | +8.1% |
| 6M | +8.4% | +22.6% | -14.1% | -2.9% |
| YTD | -1.9% | +10.1% | -12.0% | -7.6% |
| 1Y | +12.3% | +3.6% | +8.8% | +9.0% |
| 3Y | +132.3% | +12.4% | +119.9% | +114.1% |
| 5Y | +130.1% | -37.5% | +167.6% | +173.1% |
| 10Y | +134.4% | +130.0% | +4.4% | +47.6% |
| All | +8,627.7% | +14,446.5% | -5,818.8% | +1,651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling