+135.9%
WMT vs TROW
-39.3%
+175.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -7.4% | -4.6% | -2.8% | -6.7% |
| 3M | -10.9% | -0.7% | -10.2% | -11.0% |
| 6M | -12.7% | +22.2% | -34.9% | -15.9% |
| YTD | -3.2% | +6.6% | -9.8% | -4.8% |
| 1Y | +5.3% | +5.8% | -0.6% | +3.6% |
| 3Y | +101.9% | +11.6% | +90.3% | +93.2% |
| All | +135.9% | -39.3% | +175.2% | +135.5% |
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