+295.4%
WMB vs TROW
+132.8%
+162.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -1.7% | -3.0% | +1.3% | -0.6% |
| 30D | +0.7% | -5.5% | +6.2% | +2.6% |
| 3M | +1.5% | +2.3% | -0.7% | 0.0% |
| 6M | +0.1% | +23.9% | -23.9% | -8.3% |
| YTD | +22.9% | +7.9% | +15.0% | +17.9% |
| 1Y | +27.9% | +6.1% | +21.7% | +23.1% |
| 3Y | +139.1% | +13.8% | +125.3% | +118.7% |
| 5Y | +270.9% | -38.2% | +309.1% | +327.4% |
| All | +295.4% | +132.8% | +162.6% | +158.8% |
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