+258.0%
WPM vs TROW
+12.7%
+245.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -3.6% | -3.0% | -0.6% | -2.9% |
| 30D | +12.5% | -5.5% | +17.9% | +14.1% |
| 3M | +40.6% | +2.3% | +38.3% | +40.1% |
| 6M | +0.5% | +23.9% | -23.4% | -3.3% |
| YTD | +29.0% | +7.9% | +21.1% | +26.6% |
| 1Y | +43.8% | +6.1% | +37.7% | +41.3% |
| All | +258.0% | +12.7% | +245.4% | +238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling