+121.3%
WMB vs TROW
+37.3%
+84.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +7.8% | +0.5% | +7.3% | +7.7% |
| 30D | -5.1% | +9.3% | -14.4% | -6.5% |
| 3M | -4.7% | -0.9% | -3.8% | -4.6% |
| 6M | -7.4% | +8.3% | -15.7% | -9.4% |
| YTD | +17.5% | +10.6% | +6.8% | +14.0% |
| 1Y | +19.5% | +10.5% | +8.9% | +15.9% |
| 3Y | +121.3% | +36.5% | +84.7% | +100.7% |
| All | +121.3% | +37.3% | +84.0% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling