+525.4%
WPM vs TROW
+130.0%
+395.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -0.6% | -3.2% | +2.6% | 0.0% |
| 30D | +14.4% | -4.6% | +19.0% | +15.4% |
| 3M | +37.0% | -0.7% | +37.6% | +37.2% |
| 6M | +4.1% | +22.2% | -18.1% | +1.0% |
| YTD | +31.7% | +6.6% | +25.1% | +30.2% |
| 1Y | +44.2% | +5.8% | +38.3% | +42.6% |
| 3Y | +265.5% | +11.6% | +253.9% | +255.0% |
| 5Y | +262.5% | -38.9% | +301.4% | +269.8% |
| All | +525.4% | +130.0% | +395.4% | +512.1% |
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