+310.4%
WM vs TROW
+128.2%
+182.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -4.5% | -5.3% | +0.8% | -3.2% |
| 3M | -2.2% | +2.9% | -5.1% | -3.2% |
| 6M | -11.5% | +22.2% | -33.7% | -16.3% |
| YTD | -0.7% | +8.1% | -8.8% | -3.4% |
| 1Y | +0.3% | +5.8% | -5.5% | -2.0% |
| 3Y | +44.2% | +14.0% | +30.2% | +34.9% |
| 5Y | +51.6% | -38.3% | +89.9% | +69.8% |
| 10Y | +310.4% | +131.7% | +178.8% | +202.7% |
| All | +310.4% | +128.2% | +182.2% | +202.7% |
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