+8,892.0%
WMT vs TROW
+14,151.0%
-5,259.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.5% | -3.0% | +0.5% | -1.9% |
| 30D | -6.4% | -5.5% | -1.0% | -5.4% |
| 3M | -12.1% | +2.3% | -14.4% | -12.7% |
| 6M | -15.0% | +23.9% | -38.9% | -18.9% |
| YTD | -4.5% | +7.9% | -12.4% | -6.6% |
| 1Y | +6.2% | +6.1% | +0.1% | +4.1% |
| 3Y | +99.9% | +13.8% | +86.1% | +90.8% |
| 5Y | +131.4% | -38.2% | +169.7% | +145.2% |
| 10Y | +433.2% | +131.3% | +302.0% | +317.8% |
| All | +8,892.0% | +14,151.0% | -5,259.0% | +2,771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling