+428.1%
WMT vs TROW
+130.0%
+298.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -7.4% | -4.6% | -2.8% | -6.4% |
| 3M | -10.9% | -0.7% | -10.2% | -11.0% |
| 6M | -12.7% | +22.2% | -34.9% | -17.1% |
| YTD | -3.2% | +6.6% | -9.8% | -5.4% |
| 1Y | +5.3% | +5.8% | -0.6% | +2.9% |
| 3Y | +101.9% | +11.6% | +90.3% | +91.3% |
| 5Y | +134.6% | -38.9% | +173.5% | +155.7% |
| All | +428.1% | +130.0% | +298.0% | +290.6% |
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