+326.4%
WM vs TROW
+136.0%
+190.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.2% | +4.4% | -3.2% | 0.0% |
| 30D | +13.7% | +5.5% | +8.2% | +12.1% |
| 3M | +5.2% | -1.3% | +6.5% | +5.4% |
| 6M | +11.2% | +7.9% | +3.3% | +8.6% |
| YTD | +9.4% | +12.6% | -3.2% | +5.2% |
| 1Y | +20.4% | +13.3% | +7.1% | +15.5% |
| 3Y | +44.7% | +38.6% | +6.1% | +28.0% |
| 5Y | +58.5% | -34.7% | +93.2% | +75.1% |
| 10Y | +326.4% | +129.9% | +196.4% | +221.6% |
| All | +326.4% | +136.0% | +190.4% | +221.6% |
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