+285.0%
WMB vs TROW
-38.1%
+323.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | +4.6% | -5.3% | +9.9% | +5.8% |
| 3M | +5.7% | +2.9% | +2.8% | +4.6% |
| 6M | +4.2% | +22.2% | -18.0% | -1.3% |
| YTD | +26.8% | +8.1% | +18.8% | +23.5% |
| 1Y | +34.7% | +5.8% | +28.9% | +31.6% |
| 3Y | +146.8% | +14.0% | +132.8% | +132.8% |
| 5Y | +285.0% | -38.3% | +323.3% | +310.8% |
| All | +285.0% | -38.1% | +323.1% | +310.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling